Tail conditional moment for generalized skew-elliptical distributions
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| Publié dans: | Journal of applied statistics. - 1991. - 48(2021), 13-15 vom: 14., Seite 2285-2305 |
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| Auteur principal: | |
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| Format: | Article en ligne |
| Langue: | English |
| Publié: |
2021
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| Accès à la collection: | Journal of applied statistics |
| Sujets: | Journal Article Tail conditional expectation generalized skew-Elliptical distributions measure of risk tail conditional moments tail variance |
| Accès en ligne |
Volltext |