Skip to content
VuFind
All Fields
Title
Author
Subject
Call Number
ISBN/ISSN
Tag
Find
Advanced
Empirical study of value‐at‐ri...
Holdings
Cite this
Export Record
Export to RefWorks
Export to EndNoteWeb
Export to EndNote
Empirical study of value‐at‐risk and expected shortfall models with heavy tails
Bibliographic Details
Main Authors:
Fotios C., Harmantzis
,
Linyan, Miao
,
Yifan, Chien
Format:
text
Language:
eng
Published:
Emerald
2006
Subjects:
Risk management,Assets,Finance and accounting
Holdings
Description
Similar Items
Staff View
Similar Items
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
by: Dilip, Kumar, et al.
Published: (2017)
An empirical analysis of Value at Risk and Expected Shortfall in CDS and Equity markets
by: Chen, Hsiao-Ling
Published: (2016)
Seven Proofs for the Subadditivity of Expected Shortfall
by: Embrechts Paul, et al.
Published: (2015-10-01)
Expected shortfall in the presence of asymmetry and long memory
by: Thomas, Walther
Published: (2017)
Service quality: perceived value, expectations, shortfalls, and bonuses
by: John C., Groth, et al.
Published: (1999)
×
Loading...