Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law (Q5249192)
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scientific article; zbMATH DE number 6432408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law |
scientific article; zbMATH DE number 6432408 |
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Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law (English)
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29 April 2015
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moderate deviations principle
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large deviations principle
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conditional value-at-risk
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delta method
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asymmetric Laplace law
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