Restoring Convergence in Heavy-Tailed Risk Models: A Weighted Kolmogorov Approach for Robust Backtesting

Fuente: arXiv
Saved in:
Bibliographic Details
Main Author: Petrosyan, Armen
Format: Preprint
Published: 2026
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!