Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors
Simon A. Broda
| Year of publication: |
2013
|
|---|---|
| Authors: | Broda, Simon A. |
| Publisher: |
Rotterdam |
| Subject: | Finite samples | Characteristic function | Transform inversion | 2SLS | CVaR | Expected shortfall | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
| Extent: | Online-Ressource (17 S.) |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2013,001 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/87253 [Handle] |
| Classification: | C16 - Specific Distributions ; c36 ; C63 - Computational Techniques ; G11 - Portfolio Choice ; G32 - Financing Policy; Capital and Ownership Structure |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010191435