Risk measures in a quantile regression credibility framework with Fama/French data applications (Q2397859): Difference between revisions
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Revision as of 03:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measures in a quantile regression credibility framework with Fama/French data applications |
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Risk measures in a quantile regression credibility framework with Fama/French data applications (English)
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24 May 2017
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quantile credibility
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quantile regression
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regression value at risk
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conditional tail expectation
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quantile tail expectation
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