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Semiparametric estimation of value at risk
Fan, Jianqing
;
Gu, Juan
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 261-290
Persistent link: https://www.econbiz.de/10001831243
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Royal Economic Society Annual Conference 2008 : special issue on financial econometrics
Fan, Jianqing
(
contributor
);
Smith, Richard J.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003913779
Saved in:
3
Semiparametric estimation of Value at Risk
Fan, Jianqing
;
Gu, Juan
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 261-290
Persistent link: https://www.econbiz.de/10007458523
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