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Using order statistics to estimate confidence intervals for quantile-based risk measures
Dowd, Kevin - In: The journal of derivatives : the official publication … 17 (2009/10) 3, pp. 9-14
Persistent link: https://www.econbiz.de/10003961010
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Using order statistics to estimate confidence intervals for probabilistic risk measures
Dowd, Kevin - In: The journal of derivatives : the official publication … 14 (2006) 2, pp. 77-81
Persistent link: https://www.econbiz.de/10003400055
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Estimating VaR with order statistics
Dowd, Kevin - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 23-30
Persistent link: https://www.econbiz.de/10001581192
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Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures
Dowd, Kevin - In: The journal of derivatives : the official publication … 14 (2006) 2, pp. 77
Persistent link: https://www.econbiz.de/10007392604
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Estimating VaR with Order Statistics
Dowd, Kevin - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 23-31
Persistent link: https://www.econbiz.de/10005952068