A sturdy reduced-bias extreme quantile (VaR) estimator
M. Ivette Gomes and Dinis Pestana
| Year of publication: |
2007
|
|---|---|
| Authors: | Gomes, M. Ivette ; Pestana, Dinis |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 102.2007, 477, p. 280-292
|
| Subject: | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Risikomaß | Risk measure | Schätzung | Estimation |
| 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/10003431156