Time varying quantile Lasso
Wolfgang Karl Härdle, W. Wang and L. Zboňáková
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Härdle, Wolfgang ; Wang, Weining ; Zboňáková, L. |
| Published in: |
Applied quantitative finance. - Berlin, Germany : Springer, ISBN 3-662-54485-7. - 2017, p. 331-353
|
| Subject: | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-662-54486-0_17 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011794971