| Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law | |
| Cai, Yujie; Gao, Fuqing; Wang, Shaochen | |
| 刊名 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
 |
| 2015 | |
| 卷号 | 44期号:2 |
| 关键词 | Conditional Value-at-Risk Delta method Large deviation principle Moderate deviation principle Value-at-Risk |
| ISSN号 | 0361-0926 |
| DOI | 10.1080/03610926.2012.746984 |
| URL标识 | 查看原文 |
| 收录类别 | SCIE ; EI |
| 语种 | 英语 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4098087 |
| 专题 | 武汉大学 |
| 推荐引用方式 GB/T 7714 | Cai, Yujie,Gao, Fuqing,Wang, Shaochen. Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2015,44(2). |
| APA | Cai, Yujie,Gao, Fuqing,&Wang, Shaochen.(2015).Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,44(2). |
| MLA | Cai, Yujie,et al."Moderate Deviations for Estimators of Financial Risk Under an Asymmetric Laplace Law".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 44.2(2015). |
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