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Measuring tail risk - MaRDI portal

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Measuring tail risk (Q6554228)

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scientific article; zbMATH DE number 7863981
Language Label Description Also known as
English
Measuring tail risk
scientific article; zbMATH DE number 7863981

    Statements

    title
    Measuring tail risk (English)
    0 references
    author
    Maik Dierkes
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    Fabian Hollstein
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    Marcel Prokopczuk
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    publication date
    12 June 2024
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    zbMATH Keywords
    tail risk
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    return forecasting
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    tail event forecasting
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    Identifiers

    zbMATH DE Number
    7863981
    0 references
     
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