Pages that link to "Item:Q3065537"
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The following pages link to Incorporating higher moments into value-at-risk forecasting (Q3065537):
Displaying 7 items.
- A detailed comparison of value at risk estimates (Q2227451) (← links)
- Efficient expressions for moments of dependent random sums using copulas (Q2423499) (← links)
- Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407) (← links)
- Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
- Asymptotic theory for QMLE for the real‐time GARCH(1,1) model (Q5012866) (← links)
- Elementary expressions for moments of truncated negative binomial random variables (Q5160291) (← links)
- An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
