Using parametric classification trees for model selection with applications to financial risk management

DOI10.1016/j.ejor.2016.10.051zbMath1395.62034OpenAlexW2550774724MaRDI QIDQ1751885

C. J. Adcock, Nigel Meade

Publication date: 25 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10044/1/49201

zbMATH Keywords

classificationpersistencefinancerisk-managementskew-Student

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Parametric hypothesis testing (62F03) Characterization and structure theory of statistical distributions (62E10)

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