René's URL Explorer Experiment


Title: GitHub - BayerSe/esback: Expected Shortfall Backtesting

Open Graph Title: GitHub - BayerSe/esback: Expected Shortfall Backtesting

X Title: GitHub - BayerSe/esback: Expected Shortfall Backtesting

Description: Expected Shortfall Backtesting. Contribute to BayerSe/esback development by creating an account on GitHub.

Open Graph Description: Expected Shortfall Backtesting. Contribute to BayerSe/esback development by creating an account on GitHub.

X Description: Expected Shortfall Backtesting. Contribute to BayerSe/esback development by creating an account on GitHub.

Opengraph URL: https://github.com/BayerSe/esback

X: @github

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backtesthttps://en.wikipedia.org/wiki/Backtesting
expected shortfallhttps://en.wikipedia.org/wiki/Expected_shortfall
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Bayer & Dimitriadis, 2020https://doi.org/10.1093/jjfinec/nbaa013
McNeil & Frey, 2000https://doi.org/10.1016/S0927-5398(00)00012-8
Nolde & Ziegel, 2017https://projecteuclid.org/euclid.aoas/1514430265
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