A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (Q4912037): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: QRM / rank | |||
Normal rank |
Revision as of 01:21, 29 February 2024
scientific article; zbMATH DE number 6147490
Language | Label | Description | Also known as |
---|---|---|---|
English | A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation |
scientific article; zbMATH DE number 6147490 |
Statements
A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation (English)
0 references
21 March 2013
0 references
statistics of extremes
0 references
value-at-risk
0 references
semiparametric estimation
0 references
heuristics
0 references