Pages that link to "Item:Q1044277"
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The following pages link to Empirical likelihood-based evaluations of value at risk models (Q1044277):
Displaying 7 items.
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- Improving the value at risk forecasts: theory and evidence from the financial crisis (Q310964) (← links)
- A sequential method for the evaluation of the VaR model based on the run between exceed\-ances (Q819416) (← links)
- New non-parametric inferences for low-income proportions (Q2397336) (← links)
- Probability-unbiased Value-at-Risk estimators (Q2869965) (← links)
- Adjusted empirical likelihood for value at risk and expected shortfall (Q2979015) (← links)
- (Q3405579) (← links)