Asymptotic behavior of the empirical conditional value-at-risk (Q654809)
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scientific article; zbMATH DE number 5991245
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| English | Asymptotic behavior of the empirical conditional value-at-risk |
scientific article; zbMATH DE number 5991245 |
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Asymptotic behavior of the empirical conditional value-at-risk (English)
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21 December 2011
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conditional value-at-risk
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Berry-Esseen bound
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law of iterated logarithm
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large deviation principle
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moderate deviation principle
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0.810592770576477
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0.8090808391571045
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0.7975767850875854
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0.7802995443344116
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0.7716895341873169
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