Pages that link to "Item:Q4458356"
From MaRDI portal
The following pages link to Semiparametric estimation of Value at Risk (Q4458356):
Displaying 18 items.
- Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
- Nonparametric estimation of operational value-at-risk (OpVaR) (Q343993) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- Multiscale local change point detection with applications to value-at-risk (Q1018645) (← links)
- Empirical likelihood-based evaluations of value at risk models (Q1044277) (← links)
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Dynamic semiparametric models for expected shortfall (and value-at-risk) (Q2000869) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- A nonparametric approach to calculating value-at-risk (Q2442522) (← links)
- Estimating value at risk with semiparametric support vector quantile regression (Q2512755) (← links)
- Adaptive likelihood estimator of conditional variance function (Q2811272) (← links)
- Probability-unbiased Value-at-Risk estimators (Q2869965) (← links)
- Adjusted empirical likelihood for value at risk and expected shortfall (Q2979015) (← links)
- Nonparametric Estimation for Risk in Value-at-Risk Estimator (Q4431289) (← links)
- A Bayesian encompassing test using combined value-at-risk estimates (Q4554430) (← links)
- A new time-varying optimal copula model identifying the dependence across markets (Q4555089) (← links)
- Estimation of value-at-risk using single index quantile regression (Q5034184) (← links)
