Semiparametric estimation of dynamic conditional expected shortfall models
Year of publication: |
2008
|
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Authors: | Escanciano, Juan Carlos ; Mayoral, Silvia |
Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 1.2008, 2, p. 106-120
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Risikomaß | Risk measure | Schätztheorie | Estimation theory |
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