Estimation of value at risk: extreme value and robust approaches (Q5077796)
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scientific article; zbMATH DE number 7529510
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| English | Estimation of value at risk: extreme value and robust approaches |
scientific article; zbMATH DE number 7529510 |
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20 May 2022
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extreme value theory
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value at risk
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semi-nonparametric method
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robust methods of estimation
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0.8480163216590881
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0.8480163216590881
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0.8469326496124268
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0.8401606678962708
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0.8328008651733398
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