Tail Conditional Expectations for Elliptical Distributions
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference24 articles.
1. Coherent Measures of Risk
2. Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions
3. Semi-parametric modelling in finance: theoretical foundations
4. On the theory of elliptically contoured distributions
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