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Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures.

Dowd, K.

Authors



Journal Article Type Article
Publication Date 2006
Deposit Date Aug 15, 2013
Journal The Journal of Derivatives
Print ISSN 1074-1240
Publisher Pageant Media
Peer Reviewed Peer Reviewed
Volume 14
Issue 2
Pages 77-81
DOI https://doi.org/10.3905/jod.2006.667552
Public URL https://durham-repository.worktribe.com/output/1451852