Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall

مواد مشابهة

• Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall
  حسب: Taylor, J
  منشور في: (2008)
• Using exponentially weighted quantile regression to estimate value at risk and expected shortfall.
  حسب: Taylor, J
  منشور في: (2008)
• Estimating value at risk and expected shortfall using expectiles.
  حسب: Taylor, J
  منشور في: (2008)
• Estimating Value at Risk and Expected Shortfall Using Expectiles
  حسب: Taylor, J
  منشور في: (2008)
• Estimating Value at Risk and Expected Shortfall Using Expectiles
  حسب: Taylor, J
  منشور في: (2008)