Estimating the conditional tail expectation of Walmart stock data (Q5147650)
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scientific article; zbMATH DE number 7302623
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimating the conditional tail expectation of Walmart stock data |
scientific article; zbMATH DE number 7302623 |
Statements
Estimating the tail conditional expectation of Walmart stock data (English)
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27 January 2021
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autoregressive process
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Lévy stable distribution
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risk measure
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0.7565880417823792
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0.7362237572669983
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0.7347659468650818
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0.7313897609710693
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