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Estimating value-at-risk: a point process approach - MaRDI portal

Estimating value-at-risk: a point process approach (Q5697330)

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scientific article; zbMATH DE number 2214693
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English
Estimating value-at-risk: a point process approach
scientific article; zbMATH DE number 2214693

    Statements

    title
    Estimating value-at-risk: a point process approach (English)
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    publication date
    17 October 2005
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    describes a project that uses
    R
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    ismev
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    91B28
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    91B30
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    zbMATH DE Number
    2214693
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    OpenAlex ID
    W1982265305
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