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Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences - MaRDI portal

Asymptotic behaviors of the VaR and CVaR estimates for widely orthant dependent sequences

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Publication:6589367

DOI10.1007/S11009-024-10093-YMaRDI QIDQ6589367

Li Yongming, Li Naiyi, Luo Zhongde, Xing Guodong

Publication date: 19 August 2024

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)






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