Pages that link to "Item:Q830310"
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The following pages link to On quantile based co-risk measures and their estimation (Q830310):
Displaying 12 items.
- Covar of families of copulas (Q342737) (← links)
- \(S_U\)-\(\varDelta CoVaR\) (Q433176) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- Measures of risk (Q704052) (← links)
- Quantile-based estimative VaR forecast and dependence measure: a simulation approach (Q778634) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Conditional quantiles and tail dependence (Q2350042) (← links)
- The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
- A consistent estimator to the orthant-based tail value-at-risk (Q4615434) (← links)
- On dependence consistency of CoVaRand some other systemic risk measures (Q5402790) (← links)
- Probability equivalent level for CoVaR and VaR (Q6199665) (← links)