Econometric modeling of risk measures: a selective review of the recent literature
DOI10.1007/s11766-019-3628-9zbMath1438.62159OpenAlexW2905314335WikidataQ127650322 ScholiaQ127650322MaRDI QIDQ2314141
Ding-shi Tian, Ying Fang, Zong-Wu Cai
Publication date: 19 July 2019
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: http://www2.ku.edu/~kuwpaper/2018Papers/201807.pdf
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Risk models (general) (91B05)
Uses Software
Cites Work
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