Where does the tail begin? : an approach based on scoring rules
Yannick Hoga
| Year of publication: |
2020
|
|---|---|
| Authors: | Hoga, Yannick |
| Subject: | Hill estimator | optimal sample fraction | risk management | tail index | value-at-risk | Schätztheorie | Estimation theory | Risikomanagement | Risk management | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Monte-Carlo-Simulation | Monte Carlo simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2019.1697087 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195423