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ArticleUnbiased Estimation of Risk

Marcin Pitera2016

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Articlegreen2016

Unbiased Estimation of Risk

Marcin Pitera · Thorsten Schmidt

25 citations·0/0 files stored·Journal of Banking & Finance

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Financial Risk and Volatility Modeling Risk and Portfolio Optimization Probability and Risk Models

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References

2005Quantitative Risk Management: Concepts, Techniques, and Tools 2002Comparing Predictive Accuracy 2009Lévy Processes and Stochastic Calculus 2011Making and Evaluating Point Forecasts 2002How Accurate Are Value‐at‐Risk Models at Commercial Banks?2011Stochastic Finance 2003Value‐at‐risk for long and short trading positions 2010Robustness and sensitivity analysis of risk measurement procedures

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Details

Year2016

Typearticle

Published2016-01-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations25

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jbankfin.2018.04.016

openalex_workW2296555261

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