Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198): Difference between revisions
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Revision as of 19:21, 19 March 2024
scientific article
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English | Assessing value at risk with CARE, the conditional autoregressive expectile models |
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Assessing value at risk with CARE, the conditional autoregressive expectile models (English)
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4 July 2016
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asymmetric least squares
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CARE model
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expectile
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quantile
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prudentiality
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value at risk
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