Getting Extreme VaR Right : Eliminating Convexity and Approximation Biases Under Heavy-tailed, Moderately-Sized Samples (Presentation Slides)
| Year of publication: |
2019
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|---|---|
| Authors: | Opdyke, J.D. |
| Publisher: |
[2019]: [S.l.] : SSRN |
| Subject: | Theorie | Theory | Systematischer Fehler | Bias | Stichprobenerhebung | Sampling | Risikomaß | Risk measure |
| Description of contents: |
Across many types of risk ...
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| Extent: | 1 Online-Ressource (65 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 27, 2017 erstellt |
| Other identifiers: | 10.2139/ssrn.3494017 [DOI] |
| Classification: | C00 - Mathematical and Quantitative Methods. General ; C02 - Mathematical Methods ; C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; c18 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012858664