Presentations at an Academic or Professional conference (2018), 7th Monash-Ritsumeikan Symposium on Probability and Related Fields 2018
On the Dependence between Quantile and Dispersion Estimators. Application to Quantitative Financial Risk Management
BRÄUTIGAM, M. and KRATZ, M. (2018). On the Dependence between Quantile and Dispersion Estimators. Application to Quantitative Financial Risk Management. In: 7th Monash-Ritsumeikan Symposium on Probability and Related Fields 2018.