scientific article; zbMATH DE number 5245319

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Publication:5447431

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zbMath1132.62088MaRDI QIDQ5447431

Stoyan V. Stoyanov, Svetlozar T. Rachev

Publication date: 6 March 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

heavy-tails average value-at-risk

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)

Related Items (1)

Stochastic models for risk estimation in volatile markets: a survey

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