Conditional value-at-risk: semiparametric estimation and inference (Q311646)
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scientific article; zbMATH DE number 6626834
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| English | Conditional value-at-risk: semiparametric estimation and inference |
scientific article; zbMATH DE number 6626834 |
Statements
Conditional value-at-risk: semiparametric estimation and inference (English)
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13 September 2016
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bootstrap
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conditional expected shortfall
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conditional value-at-risk
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nonlinear time series
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quantile regression
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semiparametric methods
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0.8366529941558838
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0.8309451937675476
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0.8275817036628723
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0.8146992921829224
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