The Laplace Innovation for RiskMetricsTM:  Evidence from Extensive Value-at-Risk and Expected Shortfall Backtests for Banks Preprint

Mozumder, Sharif, Lalon, Raad Mozib, Talukdar, Bakhtear et al. The Laplace Innovation for RiskMetricsTM:  Evidence from Extensive Value-at-Risk and Expected Shortfall Backtests for Banks . 10.2139/ssrn.6263840

cited authors

  • Mozumder, Sharif; Lalon, Raad Mozib; Talukdar, Bakhtear; Parhizgari, Ali

authors

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics

Digital Object Identifier (DOI)