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Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns.
Herick Fernando Moralles
Daisy Aparecida do Nascimento Rebelatto
Alexandre Sartoris
Published in:
Math. Comput. Model. (2013)
Keyphrases
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goodness of fit
null hypothesis
test statistic
chi square
confidence intervals
cross entropy
kl divergence
decision trees
training data
statistical methods