Two-step methods in VaR prediction and the importance of fat tails (Q4683039)
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scientific article; zbMATH DE number 6939245
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-step methods in VaR prediction and the importance of fat tails |
scientific article; zbMATH DE number 6939245 |
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Two-step methods in VaR prediction and the importance of fat tails (English)
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19 September 2018
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value-at-risk
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VaR
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extreme value theory
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EVT
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