Local likelihood density estimation and value-at-risk
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Publication:609720
DOI10.1155/2010/754851zbMath1200.91303OpenAlexW2074917864WikidataQ58652705 ScholiaQ58652705MaRDI QIDQ609720
Christian Gouriéroux, Joanna Jasiak
Publication date: 1 December 2010
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/226799
Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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Uses Software
Cites Work
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