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~isPartOf:"International journal of forecasting"
~person:"Dijk, Herman K. van"
~person:"Gerlach, Richard"
~person:"Račev, Svetlozar T."
~person:"Wong, Woon K."
~subject:"Statistical distribution"
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TWO-COMPONENT EXTREME VALUE DI...
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Dijk, Herman K. van
Gerlach, Richard
Račev, Svetlozar T.
Wong, Woon K.
Taleb, Nassim Nicholas
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International journal of forecasting
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Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart
;
Dijk, Herman K. van
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
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Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
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