Non-Parametric Inference on Risk Measures for Integrated Returns (Q5139500)
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scientific article; zbMATH DE number 7283284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Parametric Inference on Risk Measures for Integrated Returns |
scientific article; zbMATH DE number 7283284 |
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Non-Parametric Inference on Risk Measures for Integrated Returns (English)
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9 December 2020
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conditional tail expectation
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equality of tail risks
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inference
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integrated process
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quantile
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stochastic volatility model
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test
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value at risk
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