A New Class of Generalised Hyper-Elliptical Distributions and Their Applications in Computing Conditional Tail Risk Measures
Year of publication: |
[2021]
|
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Authors: | Ignatieva, Katja ; Landsman, Zinoviy |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Theorie | Theory | Messung | Measurement |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 29, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3757320 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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