Tail variance for Generalized Skew-Elliptical distributions

DOI10.1080/03610926.2020.1751853OpenAlexW3017090591MaRDI QIDQ5079253

Hamid Khaloozadeh, Esmat Jamshidi Eini

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1751853

zbMATH Keywords

risk measuretail variancetail conditional expectationGeneralized Skew-Elliptical distributions

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Tail conditional moment for generalized skew-elliptical distributions

Uses Software

• QRM

Cites Work

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