Text

Bacteria-Metal Interactions

---

In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the backtesting of Expected Shortfall. The main contribution of the work is the application of "Test 1" and "Test 2" developed by Acerbi and Szekely (2014) on different models and for five global market indexes.

---

Availability

No copy data

Detail Information

Series Title

-

Call Number

574.192

Publisher

Cham : ., 2015

Collation

X, 87

Language

English

ISBN/ISSN

978-3-319-18570-5

Classification

574.192

Content Type

text

Media Type

computer

Carrier Type

online resource

Edition

-

Subject(s)

Biochemistry

Specific Detail Info

-

Statement of Responsibility

Daad Saffarini

Other Information

Cataloger

ratna

Source

https://link.springer.com/10.1007/978-3-319-18570-5

Validator

-

Other version/related

File Attachment

Comments

---

You must be logged in to post a comment