Regresión cuantílica dinámica para la medición del valor en riesgo : una aplicación a datos colombianos
Alternative title: | Dynamic quantile regression for the measurement of a value at risk : an application to Colombian data Régression quantile dynamique pour la mesure de la valeur en risque : une application aux données colombiennes Regressão quantílica dinâmica para a medição do valor em risco |
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Year of publication: |
2019
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Authors: | Mariño Ustacara, Daniel ; Melo-Velandia, Luis Fernando |
Published in: |
Cuadernos de economía. - Bogotá : [Verlag nicht ermittelbar], ISSN 0121-4772, ZDB-ID 734609-8. - Vol. 38.2019, 76, p. 23-49
|
Subject: | Value at Risk | quantile regression | non-linear quantile regression | CAViAR model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Spanish |
Notes: | Zusammenfassungen in englischer, französischer und portugiesischer Sprache |
Other identifiers: | 10.15446/cuad.econ.v38n76.57654 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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