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~isPartOf:"FAME research paper series"
~person:"Bianchi, Michele Leonardo"
~person:"Scaillet, Olivier"
~subject:"Bootstrap approach"
~subject:"Risikomaß"
~subject:"Statistical distribution"
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Bootstrap approach
Risikomaß
Statistical distribution
Nichtparametrisches Verfahren
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Bianchi, Michele Leonardo
Scaillet, Olivier
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FAME research paper series
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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ECONIS (ZBW)
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A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
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contributor
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2005
Persistent link: https://www.econbiz.de/10002634905
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2
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
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contributor
); …
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2005
Persistent link: https://www.econbiz.de/10003074160
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3
Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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