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

समान संसाधन

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