Tail-GAN : Nonparametric Scenario Generation for Tail Risk Estimation
Year of publication: |
[2022]
|
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Authors: | Cont, Rama ; Cucuringu, Mihai ; Zhang, Chao ; Xu, Renyuan |
Publisher: |
[S.l.] : SSRN |
Subject: | Szenariotechnik | Scenario analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Risikomaß | Risk measure | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Schätztheorie | Estimation theory | Risiko | Risk |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 3, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.3812973 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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