Pages that link to "Item:Q2288917"
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The following pages link to Computation of the corrected Cornish-Fisher expansion using the response surface methodology: application to \textit{VaR} and \textit{CVaR} (Q2288917):
Displaying 3 items.
- Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes (Q2199131) (← links)
- Exact first moments of the RV coefficient by invariant orthogonal integration (Q6074742) (← links)
- A risk measurement study evaluating the impact of COVID-19 on China's financial market using the QR-SGED-EGARCH model (Q6148818) (← links)