Pages that link to "Item:Q5403110"

The following pages link to ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110):

Displayed 7 items.

• Testing for (in)finite moments (Q138542) ‎ (← links)
• On the measurement and treatment of extremes in time series (Q508717) ‎ (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) ‎ (← links)
• Optimal investment under VaR-regulation and minimum insurance (Q1742722) ‎ (← links)
• MODEL-FREE INFERENCE FOR TAIL RISK MEASURES (Q2786682) ‎ (← links)
• On the Measurement of Economic Tail Risk (Q3178757) ‎ (← links)
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) ‎ (← links)