Value at risk estimation by quantile regression and kernel estimator
Year of publication: |
2013
|
---|---|
Authors: | Huang, Alex |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 41.2013, 2, p. 225-251
|
Publisher: |
Springer |
Subject: | Value at risk | Quantile regression | Kernel estimator |
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