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scientific article; zbMATH DE number 1979767
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1979767 |
Statements
14 September 2003
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returns
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tail index
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value at risk
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capital-loss coefficient
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0.8118191361427307
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0.8023349046707153
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0.7877761125564575
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0.7837041020393372
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0.7837041020393372
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