Range-based risk measures and their applications

DOI10.1017/asb.2023.28zbMath1545.91335MaRDI QIDQ6569742

Marcelo Brutti Righi, Fernanda Maria Müller

Publication date: 9 July 2024

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

financial riskrisk forecastingtail risk measuresrange-based risk measures

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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