Measuring risks in the tail: The extreme VaR and its...

Risk and Decision Analysis 2017 / 08 Vol. 6; Iss. 3

Measuring risks in the tail: The extreme VaR and its confidence interval

Guégan, Dominique, Hassani, Bertrand, Li, Kehan
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Volume:
6
Language:
english
Journal:
Risk and Decision Analysis
DOI:
10.3233/RDA-170128
Date:
August, 2017
File:
PDF, 271 KB
english, 2017
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