COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840)

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scientific article; zbMATH DE number 7411933
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COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES
scientific article; zbMATH DE number 7411933

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    COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (English)
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    20 October 2021
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    location and scale condition
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    estimation error
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    risk measures
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    simulation
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