Year | 2024 |
---|---|
Authors | Wolfgang Karl Härdle,LING CX, Härdle WK |
Paper Title | How Sensitive are Tail-related Risk Measures in a Contamination Neighborhood? |
Journal Title | Statistica Sinica |
Language | Chinese |
Reference URL | https:// www3.stat.sinica.edu.tw/ss_newpaper/SS-2023-0019_na.pdf |