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~institution:"Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)"
~institution:"Deutsche Bundesbank"
~institution:"HAL"
~institution:"Society for Computational Economics - SCE"
~person:"Komunjer, Ivana"
~subject:"Backtesting"
~subject:"Value-at-Risk"
~subject:"Value-at-risk"
~subject:"credit risk"
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Backtesting
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credit risk
`alpha-Quantile'
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asymptotic normality
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conditional quantiles
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consistency
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quantile regression
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Komunjer, Ivana
Hurlin, Christophe
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Kratz, Marie
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Tokpavi, Sessi
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Escanciano, J. Carlos
2
Giot, Pierre
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Guegan, Dominique
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Oviedo, Rodolfo A.
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
Deutsche Bundesbank
HAL
Society for Computational Economics - SCE
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Computing in Economics and Finance 2002
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The Alpha-Quantile Distribution Function and its Applications to Financial Modeling
Komunjer, Ivana
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Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005706623
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