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 20 items.
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- About the conditional value at risk of partial sums (Q1681558) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Dynamic semiparametric models for expected shortfall (and value-at-risk) (Q2000869) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Non asymptotic controls on a recursive superquantile approximation (Q2233588) (← links)
- Concentration bounds for empirical conditional value-at-risk: the unbounded case (Q2294256) (← links)
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Model-free inference for tail risk measures (Q2786682) (← links)
- Empirical likelihood intervals for conditional value-at-risk in heteroscedastic regression models (Q2911698) (← links)
- Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics (Q3144391) (← links)
- Estimation of heteroscedasticity by local composite quantile regression and matrix decomposition (Q4643623) (← links)
- A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models (Q4687267) (← links)
- Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications (Q4729224) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- The almost sure convergence rate of the estimator of optimized certainty equivalent risk measure under α-mixing sequences (Q5367295) (← links)
- Confidence Intervals for Conditional Tail Risk Measures in ARMA–GARCH Models (Q6634893) (← links)
