Probability-unbiased Value-at-Risk estimators (Q2869965)
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: Probability-unbiased Value-at-Risk estimators |
scientific article; zbMATH DE number 6247151
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability-unbiased Value-at-Risk estimators |
scientific article; zbMATH DE number 6247151 |
Statements
Probability-unbiased Value-at-Risk estimators (English)
0 references
17 January 2014
0 references
value at risk
0 references
risk measures
0 references
parameter estimation techniques
0 references
Gaussian processes
0 references
0 references
0.91330075
0 references
0 references
0.89760065
0 references
0.89098907
0 references
0.8877647
0 references
0.88195926
0 references
0.88013685
0 references
