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expected shortfall
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Interquantile
Expectation
Regression
Barendse, Sander
-
2017
interquantile
expectation
(IQE) of the random variable of interest, without specifying the conditional distribution of the …. Our so-called
interquantile
expectation
regression (IQER) estimator is based on the GMM framework. We derive consistency …
Persistent link: https://www.econbiz.de/10011662532
Saved in:
2
Interquantile
expectation
regression
Barendse, Sander
-
2017
interquantile
expectation
(IQE) of the random variable of interest, without specifying the conditional distribution of the …. Our so-called
interquantile
expectation
regression (IQER) estimator is based on the GMM framework. We derive consistency …
Persistent link: https://www.econbiz.de/10011622915
Saved in:
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