Using order statistics to estimate confidence intervals for quantile-based risk measures
Kevin Dowd
| Year of publication: |
2010
|
|---|---|
| Authors: | Dowd, Kevin |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 17.2009/10, 3, p. 9-14
|
| Subject: | Finanzanalyse | Financial analysis | Risiko | Risk | Risikomaß | Risk measure | Handelsvolumen der Börse | Trading volume | Theorie | Theory |
| 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 |
Persistent link: https://www.econbiz.de/10003961010