Narrow search
Showing 1 - 4 of 4
Cover Image
Evaluating Value-at-Risk Models via Quantile Regression
Piazza Gaglianone, Wagner; Renato Lima, Luiz; Linton, Oliver - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 150-161
Persistent link: https://www.econbiz.de/10008817708
Cover Image
Constructing Density Forecasts from Quantile Regressions
GAGLIANONE, WAGNER PIAZZA; LIMA, LUIZ RENATO - In: Journal of money, credit and banking : JMCB 44 (2012) 8, pp. 1589-1607
Persistent link: https://www.econbiz.de/10010047394
Cover Image
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach
Lima, Luiz Renato; Gaglianone, Wagner Piazza; Sampaio, … - In: Journal of development economics 86 (2008) 2, pp. 313-335
Persistent link: https://www.econbiz.de/10007995446
Cover Image
Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach
Lima, Luiz Renato; Gaglianone, Wagner Piazza; Sampaio, … - In: Journal of development economics 86 (2008) 2, pp. 313-336
Persistent link: https://www.econbiz.de/10008883713