Atıf İçin Kopyala
Birbiçer İ., Genç A. İ.
COMMUNICATIONS IN STATISTICS PART B: SIMULATION AND COMPUTATION, cilt.0, ss.1, 2023 (SCI-Expanded)
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Yayın Türü:
Makale / Tam Makale
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Cilt numarası:
0
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Basım Tarihi:
2023
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Doi Numarası:
10.1080/03610918.2023.2196379
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Dergi Adı:
COMMUNICATIONS IN STATISTICS PART B: SIMULATION AND COMPUTATION
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Derginin Tarandığı İndeksler:
Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Computer & Applied Sciences, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
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Sayfa Sayıları:
ss.1
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Anahtar Kelimeler:
Conditional value-at-risk, Distribution, Generalized T (GT), Portfolio, Risk measure, Tail variance
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Çukurova Üniversitesi Adresli:
Evet