Dynamic quantile models (Q299276)
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scientific article; zbMATH DE number 6596554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic quantile models |
scientific article; zbMATH DE number 6596554 |
Statements
Dynamic quantile models (English)
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22 June 2016
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dynamic quantile model
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value-at-risk
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KLIC criterion
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L-moments
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method of L-moments
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0.91340774
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0.9073806
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0.9072368
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0.89136285
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0.88940144
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0.8876735
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0.88477594
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