Estimation of distortion risk measures

Hideatsu Tsukahara

Year of publication:	2014
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 \| Risikomaß \| Risk measure \| Schätztheorie \| Estimation theory \| Volatilität \| Volatility \| Messung \| Measurement \| Stochastischer Prozess \| Stochastic process \| Risiko \| Risk

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