Pages that link to "Item:Q933511"

The following pages link to Conditional VaR estimation using Pearson's type IV distribution (Q933511):

Displaying 5 items.

• Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
• The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters (Q1292779) (← links)
• Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
• A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951) (← links)
• Two-step methods in VaR prediction and the importance of fat tails (Q4683039) (← links)