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