Pages that link to "Item:Q311646"
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The following pages link to Conditional value-at-risk: semiparametric estimation and inference (Q311646):
Displaying 7 items.
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Non asymptotic controls on a recursive superquantile approximation (Q2233588) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models (Q6634893) (← links)
