Pages that link to "Item:Q2979015"
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The following pages link to Adjusted empirical likelihood for value at risk and expected shortfall (Q2979015):
Displayed 3 items.
- First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation (Q2220430) (← links)
- Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure (Q5079025) (← links)
- On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088093) (← links)