Estimation of and Inference about the Expected Shortfall for Time Series with Infinite Variance
Year of publication: |
2011
|
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Authors: | Linton, Oliver |
Other Persons: | Xiao, Zhijie (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Varianzanalyse | Analysis of variance | Induktive Statistik | Statistical inference |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 28, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1954618 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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