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A note on pivotal Value-at-Risk estimates - MaRDI portal

A note on pivotal Value-at-Risk estimates (Q4930136)

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scientific article; zbMATH DE number 5792651
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English
A note on pivotal Value-at-Risk estimates
scientific article; zbMATH DE number 5792651

    Statements

    title
    A note on pivotal Value-at-Risk estimates (English)
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    author
    Peter Schaller
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    Georg Ch. Pflug
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    publication date
    28 September 2010
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    zbMATH Keywords
    pivotal statistic
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    structure model
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    Identifiers

    zbMATH DE Number
    5792651
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    OpenAlex ID
    W310819820
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