Professor Kevin Dowd kevin.dowd@durham.ac.uk
Professor
Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures.
Dowd, K.
Authors
Citation
Dowd, K. (2006). Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures. The journal of derivatives, 14(2), 77-81. https://doi.org/10.3905/jod.2006.667552
| Journal Article Type | Article |
|---|---|
| Publication Date | 2006 |
| Deposit Date | Aug 15, 2013 |
| Journal | The Journal of Derivatives |
| Print ISSN | 1074-1240 |
| Electronic ISSN | 2168-8524 |
| 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 |
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