Robust Measurement of Heavy-Tailed Risks: Theory and Implementation

Schneider, J.C., Schweizer, N.

Research article (journal) | Peer reviewed

Details about the publication

JournalJournal of Economic Dynamics and Control
Volume61
StatusPublished
Release year2015 (18/11/2016)
Language in which the publication is writtenEnglish

Authors from the University of Münster

Schneider, Judith C.
Junior professorship for finance II (Prof. Schneider)