Pages that link to "Item:Q473360"
From MaRDI portal
The following pages link to Risk-parameter estimation in volatility models (Q473360):
Displaying 15 items.
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- Dynamic semiparametric models for expected shortfall (and value-at-risk) (Q2000869) (← links)
- A justification of conditional confidence intervals (Q2044389) (← links)
- Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models (Q2073226) (← links)
- Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
- Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
- Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified (Q3466886) (← links)
- Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (Q5082783) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- Backtesting portfolio value‐at‐risk with estimated portfolio weights (Q5135314) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- GARCH density and functional forecasts (Q6108262) (← links)
- Loss function-based change point detection in risk measures (Q6113344) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
- Risk Measure Inference (Q6616627) (← links)
