Professor Kevin Dowd kevin.dowd@durham.ac.uk
Professor
Using Order Statistics to Estimate Confidence Intervals for Quantile-based Risk Measures.
Dowd, K.
Authors
Citation
Dowd, K. (2010). Using Order Statistics to Estimate Confidence Intervals for Quantile-based Risk Measures. The journal of derivatives, 17(3), 9-14. https://doi.org/10.3905/jod.2010.17.3.009
| Journal Article Type | Article |
|---|---|
| Publication Date | 2010 |
| Deposit Date | Aug 12, 2013 |
| Journal | The Journal of derivatives : a publication of Institutional Investor, Inc. |
| Print ISSN | 1074-1240 |
| Publisher | Pageant Media |
| Volume | 17 |
| Issue | 3 |
| Pages | 9-14 |
| DOI | https://doi.org/10.3905/jod.2010.17.3.009 |
| Public URL | https://durham-repository.worktribe.com/output/1452058 |
| Publisher URL | http://ds.doi.org/10.3905/jod.2010.17.3.009 |
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