Verfügbarkeit: Estimating quantiles with Linex loss function

Estimating quantiles with Linex loss function: applications to VaR estimation

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Bibliographische Detailangaben
Beteilige Person:	Zieliński, Ryszard 1932-2012 (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Warszawa Inst. 2005
Schriftenreihe:	Preprint Instytut Matematyczny <Warszawa> 656
Umfang:	10 S.

Internformat

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Datensatz im Suchindex

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series	Preprint Instytut Matematyczny <Warszawa>
series2	Preprint
spelling	Zieliński, Ryszard 1932-2012 Verfasser (DE-588)1287178332 aut Estimating quantiles with Linex loss function applications to VaR estimation Ryszard Zieliński Warszawa Inst. 2005 10 S. txt rdacontent n rdamedia nc rdacarrier Preprint 656 Preprint Instytut Matematyczny <Warszawa> 656 (DE-604)BV035916694 656
spellingShingle	Zieliński, Ryszard 1932-2012 Estimating quantiles with Linex loss function applications to VaR estimation Preprint Instytut Matematyczny <Warszawa>
title	Estimating quantiles with Linex loss function applications to VaR estimation
title_auth	Estimating quantiles with Linex loss function applications to VaR estimation
title_exact_search	Estimating quantiles with Linex loss function applications to VaR estimation
title_full	Estimating quantiles with Linex loss function applications to VaR estimation Ryszard Zieliński
title_fullStr	Estimating quantiles with Linex loss function applications to VaR estimation Ryszard Zieliński
title_full_unstemmed	Estimating quantiles with Linex loss function applications to VaR estimation Ryszard Zieliński
title_short	Estimating quantiles with Linex loss function
title_sort	estimating quantiles with linex loss function applications to var estimation
title_sub	applications to VaR estimation
volume_link	(DE-604)BV035916694
work_keys_str_mv	AT zielinskiryszard estimatingquantileswithlinexlossfunctionapplicationstovarestimation

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Datensatz im Suchindex

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