Tail conditional moment for generalized skew-elliptical distributions
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Publication:5861174
DOI10.1080/02664763.2021.1896687OpenAlexW3133793582MaRDI QIDQ5861174
Hamid Khaloozadeh, Esmat Jamshidi Eini
Publication date: 4 March 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2021.1896687
tail variancetail conditional expectationgeneralized skew-elliptical distributionsmeasure of risktail conditional moments
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Cites Work
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