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~isPartOf:"Journal of econometrics"
~person:"Scaillet, Olivier"
~person:"Wang, Ruodu"
~subject:"Risikomanagement"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
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