Pages that link to "Item:Q4431289"
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The following pages link to Nonparametric Estimation for Risk in Value-at-Risk Estimator (Q4431289):
Displaying 14 items.
- Nonparametric estimation of operational value-at-risk (OpVaR) (Q343993) (← links)
- Computational tools for the analysis of market risk (Q1812119) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- On the uncertainty of VaR of individual risk (Q2332768) (← links)
- VaR is subject to a significant positive bias (Q2483870) (← links)
- Probability-unbiased Value-at-Risk estimators (Q2869965) (← links)
- The financial measurement of VaR under the GARCH model based on empirical distribution (Q3385131) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- Nonparametric estimation of production risk and risk preference functions (Q3573031) (← links)
- Semiparametric estimation of Value at Risk (Q4458356) (← links)
- NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
- How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
- Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074) (← links)
- The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data (Q6073568) (← links)
