The following pages link to (Q3072880):
Displaying 5 items.
- CVaR measurement and operational risk management in commercial banks according to the peak value method of extreme value theory (Q462734) (← links)
- Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
- Extreme VaR scenarios in higher dimensions (Q2463674) (← links)
- A research based on POT-CAViaR model of extreme risk measure (Q2690784) (← links)
- Extremal spectral risk measures and their applications in financial risk management (Q2993292) (← links)