Pages that link to "Item:Q4687339"
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The following pages link to Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting (Q4687339):
Displayed 5 items.
- Conditional value-at-risk: semiparametric estimation and inference (Q311646) (← links)
- Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment (Q1657604) (← links)
- Generalized value at risk forecasting (Q5078005) (← links)
- Semi-parametric expected shortfall forecasting in financial markets (Q5106839) (← links)
- A quasi-Bayesian model averaging approach for conditional quantile models (Q5220840) (← links)