Robust Measurement of Heavy-Tailed Risks: Theory and Implementation

Schneider, J.C., Schweizer, N.

Publication type

Research article (journal)

Peer reviewed

Yes

Publication status

Published

Year

2015

Journal

Journal of Economic Dynamics and Control

Volume

61

Number of pages

183-203

Volume

61

Publisher

Journal of Economic Dynamics and Control

Language

English

ISSN

0165-1889