Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law (Q5249192): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q593000 |
||
| Property / author | |||
| Property / author: Fu Qing Gao / rank | |||
Revision as of 02:44, 20 February 2024
scientific article; zbMATH DE number 6432408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law |
scientific article; zbMATH DE number 6432408 |
Statements
Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law (English)
0 references
29 April 2015
0 references
moderate deviations principle
0 references
large deviations principle
0 references
conditional value-at-risk
0 references
delta method
0 references
asymmetric Laplace law
0 references
