Estimation of distortion risk measures
Year of publication: |
2014
|
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Authors: | Tsukahara, Hideatsu |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 12.2014, 1, p. 213-235
|
Subject: | risk measure | distortion | consistency | asymptotic normality | asymptotic variance estimation | stochastic volatility | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Messung | Measurement | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Risiko | Risk |
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