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
Keywords :
Value-at-Risk , Saddlepoint approximation , Expected shortfall , Exchange rate , Order statistic
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
