Probability-unbiased Value-at-Risk estimators
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Author / Producer
Date
2012-05
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
12 (5)
Pages / Article No.
755 - 768
Publisher
Routledge
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Statistics; Value at Risk; Risk measures; Parameter estimation techniques; Gaussian processes
Organisational unit
03758 - D'Andrea, Raffaello / D'Andrea, Raffaello
Notes
Published online 4 May 2012.