Limit theory for forecasts of extreme distortion risk measures and expectiles
Yannick Hoga
| Year of publication: |
2022
|
|---|---|
| Authors: | Hoga, Yannick |
| Subject: | central limit theory | distortion risk measures | expectiles | extreme value theory | location-scale model | Risikomaß | Risk measure | Ausreißer | Outliers | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Messung | Measurement |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012878185