Pages that link to "Item:Q2483870"
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The following pages link to VaR is subject to a significant positive bias (Q2483870):
Displaying 8 items.
- Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- Asymptotics for the linear kernel quantile estimator (Q2177715) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- ESTIMATION-ADJUSTED VAR (Q5403109) (← links)
- Value-at-risk in a market subject to regime switching (Q5440101) (← links)
- A New Family of Nonparametric Quantile Estimators (Q5451144) (← links)
- Quantifying and Correcting the Bias in Estimated Risk Measures (Q5505905) (← links)
