scientific article; zbMATH DE number 2222631

MaRDI QIDQ5701437zbMATH OpenFDO

Authors Jacek Leśkow, Antonio Napolitano

Publication date 3 November 2005

zbMATH Keywords

distributionsstatistical type inferences

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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• Financial risk meter FRM based on expectiles

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