Measuring the Tail Risk : An Asymptotic Approach
Year of publication: |
2017
|
---|---|
Authors: | Asimit, Alexandru Vali |
Other Persons: | Li, Jinzhu (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Messung | Measurement | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Risiko | Risk |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 26, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2992523 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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