unconditionalnormal - Robuta Search

https://www.mathworks.com/help/risk/esbacktest.unconditionalnormal.html unconditionalNormal - Unconditional expected shortfall (ES) backtest by Acerbi-Szekely with... This MATLAB function runs the unconditional expected shortfall (ES) backtest by Acerbi-Szekely (2014) using precomputed critical values and assuming that the... unconditional expected shortfall es acerbi https://kr.mathworks.com/help/risk/esbacktest.unconditionalnormal.html unconditionalNormal - Unconditional expected shortfall (ES) backtest by Acerbi-Szekely with... This MATLAB function runs the unconditional expected shortfall (ES) backtest by Acerbi-Szekely (2014) using precomputed critical values and assuming that the... unconditional expected shortfall es acerbi