Pages that link to "Item:Q1927187"

The following pages link to Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (Q1927187):

Displaying 23 items.

• Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
• Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model (Q485704) (← links)
• Adjusted extreme conditional quantile autoregression with application to risk measurement (Q2039159) (← links)
• Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392) (← links)
• Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
• Improving precipitation forecasts using extreme quantile regression (Q2283052) (← links)
• A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
• Extreme-quantile tracking for financial time series (Q2451784) (← links)
• Estimating value at risk with semiparametric support vector quantile regression (Q2512755) (← links)
• Quantile regression for location-scale time series models with conditional heteroscedasticity (Q2821474) (← links)
• A new method for extreme value at risk measure: QRNN+POT (Q2824471) (← links)
• NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY (Q4599616) (← links)
• A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
• Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
• Portfolio optimization by using MeanSharp-βVaR and Multi Objective MeanSharp-βVaR models (Q5023453) (← links)
• Estimation of value-at-risk using single index quantile regression (Q5034184) (← links)
• Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
• Improved local quantile regression (Q5142252) (← links)
• VaR estimation based on quantile regression forest and risk factors analysis (Q5143677) (← links)
• Extreme quantile estimation based on financial time series (Q5373851) (← links)
• Extreme quantile regression for tail single-index varying-coefficient models (Q6106239) (← links)
• Semiparametric function-on-function quantile regression model with dynamic single-index interactions (Q6113821) (← links)
• Extreme Quantile Estimation for Autoregressive Models (Q6634896) (← links)