Modelling and comparison of confidence intervals for value-at-risk and conditional value-at-risk using influence functions
By: W. A. R. De Mel and S. M. Abeygunasekara
DOI: https://doi.org/10.4038/cjs.v55i4.9478 | Journal eISSN: 2513-230X
Language: English
Page range: 1434 - 1454
Published on: Oct 1, 2026
Published by: Faculty of Science, University of Peradeniya, Sri Lanka
In partnership with: Paradigm Publishing Services
© 2026 W. A. R. De Mel, S. M. Abeygunasekara, published by Faculty of Science, University of Peradeniya, Sri Lanka
This work is licensed under the Creative Commons Attribution 4.0 License.