The following pages link to (Q4709643):
Displaying 9 items.
- Local likelihood density estimation and value-at-risk (Q609720) (← links)
- Machine learning with kernels for portfolio valuation and risk management (Q2120539) (← links)
- Asymptotics for the linear kernel quantile estimator (Q2177715) (← links)
- A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
- Efficiency of the smoothed VaR estimator in financial risk management (Q2886652) (← links)
- (Q3709643) (← links)
- Nonparametric Estimation for Risk in Value-at-Risk Estimator (Q4431289) (← links)
- Distribution kernel estimator of VaR and its applications for mixing sequences (Q5383672) (← links)
- (Q5748747) (← links)