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~isPartOf:"Journal of econometrics"
~person:"Gouriéroux, Christian"
~person:"Huschens, Stefan"
~person:"Stoyanov, Stoyan V."
~person:"Vries, Casper G. de"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Gouriéroux, Christian
Huschens, Stefan
Stoyanov, Stoyan V.
Vries, Casper G. de
Francq, Christian
3
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Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10009706202
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Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
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