Work

Stress scenario selection by empirical likelihood

Year: 2014

Type: article

Source: Quantitative Finance

DOI: 10.1080/14697688.2014.926019

Authors: Paul Glasserman, Chulmin Kang, Wanmo Kang

Institutions: Columbia University, National Institute for Mathematical Sciences, Korea Advanced Institute of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2114033933

FWCI: 15.25

Cites: 12

Cited by: 67

Related to: 10