Fat tails, VaR and subadditivity (Q528149)
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scientific article; zbMATH DE number 6714815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fat tails, VaR and subadditivity |
scientific article; zbMATH DE number 6714815 |
Statements
Fat tails, VaR and subadditivity (English)
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12 May 2017
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value-at-risk
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subadditivity
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fat tailed distribution
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extreme value estimation
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0.8622763
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0.8563373
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0.8435404
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0.84034586
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0.8346797
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0.8314493
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0.82824993
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