Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933)
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scientific article; zbMATH DE number 7125832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision |
scientific article; zbMATH DE number 7125832 |
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Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (English)
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4 November 2019
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quantitative risk management
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nonparametric inference
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VaR
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CTE
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expectile
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