A reliability-aware framework for ETF tail-risk monitoring integrates service-time quality checks, lower-tail predictions, uncertainty scoring, and adjustments, showing empirical improvements especially during stressed periods and under simulated data degradation.
Forecasting VaR and ES in emerging markets: The role of time-varying higher moments
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Reliability-Aware ETF Tail-Risk Monitoring
A reliability-aware framework for ETF tail-risk monitoring integrates service-time quality checks, lower-tail predictions, uncertainty scoring, and adjustments, showing empirical improvements especially during stressed periods and under simulated data degradation.