The following pages link to (Q3405579):
Displaying 15 items.
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- Improving the value at risk forecasts: theory and evidence from the financial crisis (Q310964) (← links)
- A revisit to correlation analysis for distortion measurement error data (Q392060) (← links)
- How to estimate the value at risk under incomplete information (Q847172) (← links)
- Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
- Nonlinear measurement errors models subject to partial linear additive distortion (Q1994028) (← links)
- Computational analysis of the behavior of stochastic volatility models with financial applications (Q2141573) (← links)
- New non-parametric inferences for low-income proportions (Q2397336) (← links)
- Probability-unbiased Value-at-Risk estimators (Q2869965) (← links)
- Adjusted empirical likelihood for value at risk and expected shortfall (Q2979015) (← links)
- (Q3610271) (← links)
- Estimation of the error distribution function for partial linear single-index models (Q5087915) (← links)
- Correlation analysis with additive distortion measurement errors (Q5106810) (← links)
- Value-at-Risk Prediction: A Comparison of Alternative Strategies (Q5226705) (← links)
- Detection of the symmetry of model errors for partial linear single-index models (Q5866167) (← links)
