Nonparametric estimation of value-at-risk (Q5123417)
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scientific article; zbMATH DE number 7252208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of value-at-risk |
scientific article; zbMATH DE number 7252208 |
Statements
Nonparametric estimation of value-at-risk (English)
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28 September 2020
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value-at-risk
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volatility
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local homogeneity
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quantile estimation
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risk management
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KOSPI
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