Search Results for author: Melina Mailhot

Found 1 papers, 0 papers with code

Date Published Github Stars

Range Value-at-Risk: Multivariate and Extreme Values

no code implementations • 26 May 2020 • Roba Bairakdar, Lu Cao, Melina Mailhot

Numerical and graphical examples are provided to examine the accuracy of the empirical estimators.

 
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