Search Results - subject:"optimal tail selection"

Just, Małgorzata; Echaust, Krzysztof - In: Risks 9 (2021) 4, pp. 1-16

on various methods of the optimal tail selection in risk measurement. The results indicate which method may be useful in …

Persistent link: https://www.econbiz.de/10013200739

Just, Małgorzata; Echaust, Krzysztof - In: Risks : open access journal 9 (2021) 4, pp. 1-16

on various methods of the optimal tail selection in risk measurement. The results indicate which method may be useful in …

Persistent link: https://www.econbiz.de/10012508704