Nonparametric Estimation for Risk in Value-at-Risk Estimator (Q4431289): Difference between revisions

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+RiskMetrics
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+Asymptotic normality of the kernel quantile estimator
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+A new distribution-free quantile estimator
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+On a distribution-free quantile estimator.
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Q4840210
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