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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 150-160
Persistent link: https://www.econbiz.de/10009159097
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - 2010
Persistent link: https://www.econbiz.de/10008798843
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver - 2009
Persistent link: https://www.econbiz.de/10003971702
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An empirical investigation of the quality of value-at-risk disclosure in Australia
Campbell, Angus; Smith, Daniel R. - In: Accounting and finance 62 (2022) 1, pp. 469-491
Persistent link: https://www.econbiz.de/10013166415