风险度量的估算和回溯测试,重点是扭曲风险度量

IF 1.1 Q3 STATISTICS & PROBABILITY
Hideatsu Tsukahara
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Estimation and backtesting of risk measures with emphasis on distortion risk measures
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来源期刊
CiteScore
2.00
自引率
15.40%
发文量
42
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