Measuring tail risks

10.1016/j.jfds.2022.11.001

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Bibliographic Details
Main Authors:	Chen, K, Cheng, T
Other Authors:	RISK MANAGEMENT INSTITUTE
Format:	Article
Published:	Elsevier BV 2023
Subjects:	Risk management Risk measure Extreme value Maximum loss Power law Tail index
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/241861
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-241861
record_format	dspace
spelling	sg-nus-scholar.10635-2418612023-06-12T06:07:29Z Measuring tail risks Chen, K Cheng, T RISK MANAGEMENT INSTITUTE Risk management Risk measure Extreme value Maximum loss Power law Tail index 10.1016/j.jfds.2022.11.001 Journal of Finance and Data Science 8 296-308 2023-06-12T06:00:10Z 2023-06-12T06:00:10Z 2022-11-01 2023-06-10T16:01:27Z Article Chen, K, Cheng, T (2022-11-01). Measuring tail risks. Journal of Finance and Data Science 8 : 296-308. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jfds.2022.11.001 2405-9188 https://scholarbank.nus.edu.sg/handle/10635/241861 Elsevier BV Elements
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Risk management Risk measure Extreme value Maximum loss Power law Tail index
spellingShingle	Risk management Risk measure Extreme value Maximum loss Power law Tail index Chen, K Cheng, T Measuring tail risks
description	10.1016/j.jfds.2022.11.001
author2	RISK MANAGEMENT INSTITUTE
author_facet	RISK MANAGEMENT INSTITUTE Chen, K Cheng, T
format	Article
author	Chen, K Cheng, T
author_sort	Chen, K
title	Measuring tail risks
title_short	Measuring tail risks
title_full	Measuring tail risks
title_fullStr	Measuring tail risks
title_full_unstemmed	Measuring tail risks
title_sort	measuring tail risks
publisher	Elsevier BV
publishDate	2023
url	https://scholarbank.nus.edu.sg/handle/10635/241861
_version_	1770563260541566976

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