On tail index estimation and financial risk management implications
Niklas Wagner
| Year of publication: |
2003
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|---|---|
| Authors: | Wagner, Niklas F. |
| Published in: |
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables. - Berlin : Springer, ISBN 3-540-00387-8. - 2003, p. 321-328
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| Subject: | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Theorie | Theory | Risikomaß | Risk measure | Ausreißer | Outliers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Operations research proceedings 2002 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001752027