Pages that link to "Item:Q609720"
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The following pages link to Local likelihood density estimation and value-at-risk (Q609720):
Displayed 5 items.
- Dynamic quantile models (Q299276) (← links)
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- Scenario generation for long run interest rate risk assessment (Q1676381) (← links)
- Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions (Q4647593) (← links)