Pages that link to "Item:Q3466886"

The following pages link to Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified (Q3466886):

Displaying 3 items.

• Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (Q5082783) (← links)
• Extending the Limits of Backtesting via the ‘Vanishing <i>p</i>’‐Approach (Q5237535) (← links)
• A new generalized exponentially weighted moving average quantile model and its statistical inference (Q6090552) (← links)