scientific article; zbMATH DE number 2222631

zbMATH Open1096.91035MaRDI QIDQ5701437FDOQ5701437

Authors: Jacek Leśkow, Antonio Napolitano 

Publication date: 3 November 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

distributionsstatistical type inferences

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cited In (5)

• Incorporating higher moments into value-at-risk forecasting
• Approximation methods for multiple period Value at Risk and Expected Shortfall prediction
• Value-at-Risk Prediction: A Comparison of Alternative Strategies
• Quantile prediction for time series in the fraction-of-time probability framework.
• Financial risk meter FRM based on expectiles

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