Title of article
Approximating the distributions of estimators of financial risk under an asymmetric Laplace law
Author/Authors
A. Alexandre Trindade، نويسنده , , Yun Zhu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
15
From page
3433
To page
3447
Keywords
Value-at-Risk , Saddlepoint approximation , Expected shortfall , Exchange rate , Order statistic
Journal title
Computational Statistics and Data Analysis
Serial Year
2007
Journal title
Computational Statistics and Data Analysis
Record number
145315
Link To Document