Corrected-Hill Versus Partially Reduced-Bias Value-At-Risk Estimation

AuthID
 P-00Q-5QR
5
Author(s)
Document Type
Article
Year published
2020
Published
in COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, ISSN: 0361-0918
Volume: 49, Issue: 4, Pages: 867-885 (19)
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Publication Identifiers
SCOPUS: 2-s2.0-85060651381
Wos: WOS:000521587100003
Source Identifiers
ISSN: 0361-0918
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