Pages that link to "Item:Q485704"

The following pages link to Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model (Q485704):

Displaying 2 items.

• GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series (Q5092644) (← links)
• Range-based risk measures and their applications (Q6569742) (← links)