Alternative Approximations to Value-At-Risk: A Comparison (Q2876139): Difference between revisions

@@ Property / author @@
-Xiao-Bin Yang
@@ Property / author: Xiao-Bin Yang / rank @@
-Normal rank
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+Xiao-Bin Yang
@@ Property / author: Xiao-Bin Yang / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610918.2012.756911
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@@ Property / OpenAlex ID @@
+W2049022674
@@ Property / OpenAlex ID: W2049022674 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
+Normal rank
@@ Property / cites work @@
+Q3620499
@@ Property / cites work: Q3620499 / rank @@
+Normal rank
@@ Property / cites work @@
+A contribution to multivariate L-moments: L-comoment matrices
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@@ Property / cites work @@
+Derivation of approximants to the inverse distribution function of a continuous univariate population from the order statistics of a sample
+Normal rank