Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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