scientific article; zbMATH DE number 6951482
From MaRDI portal
Publication:4687115
zbMath1397.62406MaRDI QIDQ4687115
Chun-Kai Huang, Knowledge Chinhamu, Delson Chikobvu
Publication date: 10 October 2018
Full work available at URL: https://hdl.handle.net/10520/EJC-67c4bb7ee
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
value-at-riskexpected shortfallgeneralised extreme valuegeneralised lambdageneralised Paretoprecious metal returns
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
This page was built for publication: