Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution (Q2242773)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution |
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Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution (English)
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10 November 2021
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risk
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mixture distribution
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GARCH model
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Rayleigh distribution
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entropic value-at-risk (EVaR)
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