Expected shortfall estimation and Gaussian inference for infinite variance time series

Jonathan B. Hill

Year of publication:	2015
Authors:	Hill, Jonathan B.
Published in:	Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 1, p. 1-44
Subject:	Expected shortfall \| heavy tails \| robust estimation \| bias correction \| Risikomaß \| Risk measure \| Zeitreihenanalyse \| Time series analysis \| Systematischer Fehler \| Bias \| Schätztheorie \| Estimation theory \| Statistische Verteilung \| Statistical distribution \| Robustes Verfahren \| Robust statistics \| Induktive Statistik \| Statistical inference \| Schätzung \| Estimation

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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

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