Tail risk measures using flexible parametric distributions (Q5212094)
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scientific article; zbMATH DE number 7157619
Language | Label | Description | Also known as |
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English | Tail risk measures using flexible parametric distributions |
scientific article; zbMATH DE number 7157619 |
Statements
24 January 2020
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moments
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multi-period risk assessment
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value-at-risk
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Tail risk measures using flexible parametric distributions (English)
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