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

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Armen Petrosyan

DOI: 10.2139/ssrn.5807402

Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Risk and Portfolio Optimization Probability and Risk Models