Pages that link to "Item:Q933511"
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The following pages link to Conditional VaR estimation using Pearson's type IV distribution (Q933511):
Displaying 4 items.
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
- A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951) (← links)
- Two-step methods in VaR prediction and the importance of fat tails (Q4683039) (← links)
