Probability-unbiased Value-at-Risk estimators (Q2869965)
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scientific article; zbMATH DE number 6247151
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| default for all languages | No label defined |
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| English | Probability-unbiased Value-at-Risk estimators |
scientific article; zbMATH DE number 6247151 |
Statements
Probability-unbiased Value-at-Risk estimators (English)
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17 January 2014
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value at risk
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risk measures
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parameter estimation techniques
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Gaussian processes
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0.91330075
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0.89760065
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0.89098907
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0.8877647
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0.88195926
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0.88063884
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0.88013685
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