scientific article; zbMATH DE number 5668415
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- scientific article; zbMATH DE number 5525019
- COMPARISON OF ESTIMATION METHODS FOR VALUE-AT-RISK
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- Nonlinear measurement errors models subject to partial linear additive distortion
- Adjusted empirical likelihood for value at risk and expected shortfall
- Computational analysis of the behavior of stochastic volatility models with financial applications
- How to estimate the value at risk under incomplete information
- A revisit to correlation analysis for distortion measurement error data
- Value-at-Risk Prediction: A Comparison of Alternative Strategies
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- Estimation of the error distribution function for partial linear single-index models
- Probability-unbiased Value-at-Risk estimators
- New non-parametric inferences for low-income proportions
- Improving the value at risk forecasts: theory and evidence from the financial crisis
- scientific article; zbMATH DE number 5525019 (Why is no real title available?)
- Assessing value at risk with CARE, the conditional autoregressive expectile models
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