Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure (Q4609755)
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scientific article; zbMATH DE number 6852680
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure |
scientific article; zbMATH DE number 6852680 |
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Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure (English)
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26 March 2018
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value-at-risk
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quantile-based risk measure
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