Approximating the distributions of estimators of financial risk under an asymmetric Laplace law (Q1019977)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximating the distributions of estimators of financial risk under an asymmetric Laplace law |
scientific article; zbMATH DE number 5559489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating the distributions of estimators of financial risk under an asymmetric Laplace law |
scientific article; zbMATH DE number 5559489 |
Statements
Approximating the distributions of estimators of financial risk under an asymmetric Laplace law (English)
0 references
29 May 2009
0 references
value-at-risk
0 references
expected shortfall
0 references
saddlepoint approximation
0 references
order statistic
0 references
exchange rate
0 references
0 references
