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.
The extreme value method for estimating the variance of the rate of return
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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.