A Note on Optimal Estimation From a Risk-Management Perspective Under Possibly Misspecified Tail Behavior

Journal of Business and Economic Statistics - United Kingdom
doi 10.2307/1392134
Full Text
Abstract

Available in full text

Date
Authors
Publisher

JSTOR

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy