Modile as a conservative tail risk measurer: the solution of an optimisation problem with 0-1 loss function (Q6440962)
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scientific article; zbMATH DE number 900596849
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English | Modile as a conservative tail risk measurer: the solution of an optimisation problem with 0-1 loss function |
scientific article; zbMATH DE number 900596849 |
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21 June 2023
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