Pages that link to "Item:Q3119654"
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The following pages link to Measuring risks in the tail: The extreme VaR and its confidence interval (Q3119654):
Displaying 6 items.
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Extreme VaR scenarios in higher dimensions (Q2463674) (← links)
- (Q3072880) (← links)
- Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880055) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880059) (← links)