Efficiency of the smoothed VaR estimator in financial risk management (Q2886652)
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scientific article; zbMATH DE number 6041320
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficiency of the smoothed VaR estimator in financial risk management |
scientific article; zbMATH DE number 6041320 |
Statements
1 June 2012
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empirical estimator
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kernel smoothed estimator
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value at risk
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Efficiency of the smoothed VaR estimator in financial risk management (English)
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0.7736790180206299
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0.7594958543777466
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0.7488850355148315
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