Pages that link to "Item:Q2786682"
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The following pages link to Model-free inference for tail risk measures (Q2786682):
Displaying 9 items.
- Nonstationary Z-score measures (Q1753443) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- A model-free identification of relative risk (Q2180745) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- (Q3361752) (← links)
- Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)