Quantile estimation for the generalized pareto distribution with application to finance (Q5259333)
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scientific article; zbMATH DE number 6451312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile estimation for the generalized pareto distribution with application to finance |
scientific article; zbMATH DE number 6451312 |
Statements
Quantile estimation for the generalized pareto distribution with application to finance (English)
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26 June 2015
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excesses over high thresholds
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quantiles of the distribution
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value at risk
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