Navigation :
Taylor ES 97.5 DtD
| Description |
DtD difference for Expected Shortfall with fixed confidence level of 97.5% |
Difference between Taylor ES 97.5 and Taylor ES 97.5 Previous.
$$\text{Taylor ES 97.5 DtD}=\text{Taylor ES 97.5}-\text{Taylor ES 97.5 Previous}$$