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Communications dans une conférence (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., KRATZ Marie

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.