Forward-looking tail risk measures

Huggenberger, Markus ; Zhang, Chu ; Zhou, Ti

Document Type: Conference presentation
Year of publication: 2018
Conference title: 2018 China International Conference in Finance
Location of the conference venue: Tianjin, China
Date of the conference: 10.-13.07.2018
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht 1989-2021)
Subject: 330 Economics

Metadata export


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information

You have found an error? Please let us know about your desired correction here: E-Mail

Actions (login required)

Show item Show item