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1 Ergebnisse
1
A Research Based On POT-CAViaR Model of Extreme Risk Measur:
Zhang, Baoshuai
;
Duan, Jun
Applied Mathematics and Nonlinear Sciences. 5 (2020) 2 - p. 461-472 , 2020
Link:
https://doi.org/10.2478/amns.2020.2.00040
RT Journal T1 <Title>A Research Based On POT-CAViaR Model of Extreme Risk Measure</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.2478_amns.2020.2.00040&Exemplar=1&LAN=DE A1 Zhang, Baoshuai A1 Duan, Jun PB Walter de Gruyter GmbH YR 2020 SN 2444-8656 JF Applied Mathematics and Nonlinear Sciences VO 5 IS 2 SP 461 OP 472 LK http://dx.doi.org/https://doi.org/10.2478/amns.2020.2.00040 DO https://doi.org/10.2478/amns.2020.2.00040 SF ELIB - SuUB Bremen
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