Pages that link to "Item:Q1927187"
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The following pages link to Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (Q1927187):
Displaying 11 items.
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392) (← links)
- Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
- Quantile Regression for Location‐Scale Time Series Models with Conditional Heteroscedasticity (Q2821474) (← links)
- A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
- Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453) (← links)
- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
- Improved local quantile regression (Q5142252) (← links)
- Semiparametric function-on-function quantile regression model with dynamic single-index interactions (Q6113821) (← links)
- Extreme Quantile Estimation for Autoregressive Models (Q6634896) (← links)
