Help
Login
Register
Home
Issues
Volume 11, Issue 4 (2024)
Properties of the entropic risk measure ...
Modern Stochastics: Theory and Applications
Submit your article
Information
Become a Peer-reviewer
Article info
Full article
Cited by
More
Article info
Full article
Cited by
Cited by
1
Properties of the entropic risk measure EVaR in relation to selected distributions
Modeling stationary, periodic, and long memory processes by superposed jump-driven processes
Hidekazu Yoshioka
https://doi.org/10.1016/j.chaos.2024.115357
Journal
Chaos, Solitons & Fractals
Volume 188 (2024), p. 115357
Export citation
Copy and paste formatted citation
Formatted citation
Placeholder
Citation style
AMS -- Americal Mathematical Society
APA -- American Psychological Association 6th ed.
Chicago -- The Chicago Manual of Style 17th ed.
Download citation in file
Export format
BibTeX
RIS
Authors
Placeholder
Share
RSS
To top