Assessing Value at Risk With CARE, the Conditional Autoregressive Expectile Models
Year of publication: |
[2009]
|
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Authors: | Kuan, Chung-Ming |
Other Persons: | Yeh, Jin-Huei (contributor) ; Hsu, Yu-Chin (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Econometrics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 6, 2008 erstellt |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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