Selaus tekijän mukaan kokoelmassa "Rantamo, Teemu"Diplomityöt ja Pro gradu -tutkielmat

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    • Backtesting expected shortfall in Nordic stock markets 

      Rantamo, Teemu (2021)
      The study’s primary target is to participate in the debate that is the Expected Shortfall (ES) backtestable. It has been proved that ES is not elicitable, meaning that the ES does not have a penalty function for its forecast ...