Mathematical and Statistical Methods for Actuarial Sciences and Finance || Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure
Corazza, Marco; Legros, Florence; Perna, Cira; Sibillo, Marilena
- 作者Corazza, Marco; Legros, Florence; Perna, Cira; Sibillo, Marilena
- 文件大小334.36KB
- 发表时间2017
- DOI10.1007/978-3-319-50234-2_10
- 页码119-128