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An energy-based measure for long-run horizon risk quantification - MaRDI portal

An energy-based measure for long-run horizon risk quantification (Q2158627)

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An energy-based measure for long-run horizon risk quantification
scientific article

    Statements

    title
    An energy-based measure for long-run horizon risk quantification (English)
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    author
    George Tzagkarakis
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    Frantz Maurer
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    publication date
    26 July 2022
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    zbMATH Keywords
    risk analysis
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    long-run risk quantification
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    time-scale decompositions
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    energy distribution
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    cites work
    Q2768756
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    Q5480287
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    Identifiers

    zbMATH DE Number
    7563070
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    OpenAlex ID
    W3018588980
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