Pages that link to "Item:Q5864357"

The following pages link to Conditional VAR and Expected Shortfall: A New Functional Approach (Q5864357):

Displaying 2 items.

• The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
• A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)