EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Fat-tail Behavior"
Narrow search

Narrow search

Year of publication
Subject
All
Ausreißer 1 Börsenkurs 1 Capital income 1 Estimation 1 Expected Shortfall 1 Fat-tail Behavior 1 Fisher-Tippett Theorem 1 Generalized Extreme Value Distribution 1 Generalized Pareto Distribution 1 Kapitaleinkommen 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Outliers 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Schätzung 1 Share price 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Value-at-Risk 1
more ... less ...
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Lee, Ho Jin 1
Published in...
All
The Korean economic review 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Semi-parametric method for estimating tail related risk measures in the stock market
Lee, Ho Jin - In: The Korean economic review 32 (2016) 2, pp. 295-329
Persistent link: https://www.econbiz.de/10011649371
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...