Information theoretic ranking of extreme value returns
Year of publication: |
June 2020
|
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Authors: | Kayal, Parthajit ; Dutta, Sumanjay ; Khandelwal, Vipul ; Nigam, Rakesh |
Publisher: |
Chennai, India : Madras School of Economics |
Subject: | extreme value estimators | information theory | Ausreißer | Outliers | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Informationsökonomik | Economics of information | Informationswert | Information value | Ranking-Verfahren | Ranking method | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 38 Seiten) |
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Series: | Working paper. - Chennai : Madras School of Economics, ZDB-ID 2986215-2. - Vol. 195 (2020) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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