Using Tukey's g and h family of distributions to calculate value-at-risk and conditional value-at-risk
José Alfredo Jiménez; Viswanathan Arunachalam
| Year of publication: |
2011
|
|---|---|
| Authors: | Jiménez, José Alfredo ; Arunachalam, Viswanathan |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 13.2010/11, 4, p. 95-116
|
| Subject: | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009233504