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

Dominique Guégan, Bertrand Hassani, Kehan Li (2017)

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DOI: 10.3233/RDA-170128

access: closed

type: Journal Article

metadata version: 2022-11-07

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  - https://dblp.org/rec/journals/rda/GueganHL17
Dominique Guégan, Bertrand Hassani, Kehan Li:
Measuring risks in the tail: The extreme VaR and its confidence interval. Risk Decis. Anal. 6(3): 213-224 (2017)

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