Estimation of value-at-risk using single index quantile regression (Q5034184)
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scientific article; zbMATH DE number 7480926
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of value-at-risk using single index quantile regression |
scientific article; zbMATH DE number 7480926 |
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Estimation of value-at-risk using single index quantile regression (English)
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24 February 2022
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VaR
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risk estimation
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semiparametric methods
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quantile regression
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single index
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