Semiparametric varying-coefficient expectile model for estimating value at risk on dependent samples (Q5064323)
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scientific article; zbMATH DE number 7495006
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| English | Semiparametric varying-coefficient expectile model for estimating value at risk on dependent samples |
scientific article; zbMATH DE number 7495006 |
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Semiparametric varying-coefficient expectile model for estimating value at risk on dependent samples (English)
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21 March 2022
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varying-coefficient expectile model
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value at risk
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three-stage estimation
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0.8178033828735352
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0.7920033931732178
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0.7890092134475708
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0.7781694531440735
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