The data-based choice of bandwidth for kernel quantile estimator of VaR (Q4902810)
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scientific article; zbMATH DE number 6126659
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| English | The data-based choice of bandwidth for kernel quantile estimator of VaR |
scientific article; zbMATH DE number 6126659 |
Statements
18 January 2013
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VaR
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kernel quantile estimator
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choice of bandwidth
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0.8240965008735657
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0.8223807215690613
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0.810840904712677
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