financial economics. Closed-form solutions provide for the possibility of exact maximum likelihood estimation for discretely …

In the broader landscape of cryptocurrency risk management, this study delves into the nuanced estimation of Value …

the sources of uncertainty stems from the dependence of the VaR estimation on the choice of the computation method. As we … nonparametric approach called maxitive kernel estimation of the VaR. This estimation is based on a coherent extension of the kernel …-based estimation of the cumulative distribution function to convex sets of kernel. We thus obtain a convex set of VaR estimates …