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person:"Di Giovanni, Julian"
subject:"Volatilität"
~isPartOf:"Studies in economics and finance"
~person:"Caporale, Guglielmo Maria"
~person:"Kumar, Dilip"
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Di Giovanni, Julian
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Studies in economics and finance
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Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
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