The tail risk surface

Jungkyu Ahn, Yongkil Ahn

Year of publication:	2023
Authors:	Ahn, Jungkyu ; Ahn, Yongkil
Published in:	Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-6
Subject:	Feature extraction techniques \| Predictability \| Surface \| Swaptions \| Tail risk \| Risikomaß \| Risk measure \| Risikomanagement \| Risk management \| Statistische Verteilung \| Statistical distribution \| Prognoseverfahren \| Forecasting model \| Optionspreistheorie \| Option pricing theory \| Risiko \| Risk \| Volatilität \| Volatility

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