Conditional tail behaviour and Value at Risk (Q5440099): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697680601155516
+Normal rank
@@ Property / OpenAlex ID @@
+W2019127131
@@ Property / OpenAlex ID: W2019127131 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+DETECTING AND MODELING TAIL DEPENDENCE
@@ Property / cites work: DETECTING AND MODELING TAIL DEPENDENCE / rank @@
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Estimating tails of probability distributions
@@ Property / cites work: Estimating tails of probability distributions / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5440099