A nonparametric approach to calculating value-at-risk (Q2442522)
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scientific article; zbMATH DE number 6278619
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A nonparametric approach to calculating value-at-risk |
scientific article; zbMATH DE number 6278619 |
Statements
A nonparametric approach to calculating value-at-risk (English)
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3 April 2014
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kernel estimation
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bandwidth selection
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quantile
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risk measures
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0.8824778199195862
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0.8566914796829224
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0.8195968866348267
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