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Repository: 21 Language: Inglés Document Type: Artículo Subject: Backtesting

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Title: Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Author: Del Brio, E. / Mora, A. / Perote, J.
Language: Inglés
Repository: 21
Subject: Gram¿Charlier / DCC / Expected shortfall / Backtesting / Commodity ETF

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Title: Risk quantification for commodity ETFs: Backtesting value-atrisk and expected shortfall
Author: Del Brio, E. / Mora, A. / Perote, J.
Language: Inglés
Repository: 21
Subject: Value-at-risk / Expected shortfall / Backtesting / Gram-Charlier expansion

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