Pages that link to "Item:Q2876139"
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The following pages link to Alternative Approximations to Value-At-Risk: A Comparison (Q2876139):
Displayed 3 items.
- Comparing VaR Approximation Methods that Use the First Four Moments as Inputs (Q2809621) (← links)
- The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data (Q6073568) (← links)
- On approximations of value at risk and expected shortfall involving kurtosis (Q6116449) (← links)