A nonparametric approach to calculating value-at-risk (Q2442522): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric approach to calculating value-at-risk |
scientific article |
Statements
A nonparametric approach to calculating value-at-risk (English)
0 references
3 April 2014
0 references
kernel estimation
0 references
bandwidth selection
0 references
quantile
0 references
risk measures
0 references
