Interquantile Expectation Regression
Year of publication: |
2017
|
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Authors: | Barendse, Sander |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | quantile | interquantile expectation | regression | generalized method of moments | risk management | expected shortfall |
Series: | Tinbergen Institute Discussion Paper ; 17-034/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 88255123X [GVK] hdl:10419/162300 [Handle] RePEc:tin:wpaper:20170034 [RePEc] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models ; c58 ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Interquantile expectation regression
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Mehmke, Fabian, (2012)
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