Measuring risks in the tail: The extreme VaR and its confidence interval
- 期刊名称Risk and Decision Analysis
- 作者Guégan, Dominique; Hassani, Bertrand; Li, Kehan
- 卷第6卷
- 期第3期
- 印刷ISSN1569-7371
- 电子ISSN1875-9173
- 文件大小271.35KB
- 发表时间2017-08-28
- DOI10.3233/RDA-170128
- 页码213-224
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