The skew normal multivariate risk measurement framework (Q2183562)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The skew normal multivariate risk measurement framework |
scientific article |
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The skew normal multivariate risk measurement framework (English)
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27 May 2020
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conditional risk measures
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skew normal distribution
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value-at-risk
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expected shortfall
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