Pages that link to "Item:Q485704"

The following pages link to Estimation of extreme value-at-risk: an EVT approach for quantile GARCH model (Q485704):

Displaying 9 items.

• The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802) (← links)
• Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory (Q1927187) (← links)
• Adjusted extreme conditional quantile autoregression with application to risk measurement (Q2039159) (← links)
• Measurement of risk based on QR-GARCH-EVT model (Q2690785) (← links)
• A new method for extreme value at risk measure: QRNN+POT (Q2824471) (← links)
• Estimation of tail-related value-at-risk measures: range-based extreme value approach (Q2879028) (← links)
• EVT-based estimation of risk capital and convergence of high quantiles (Q3535649) (← links)
• GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series (Q5092644) (← links)
• Range-based risk measures and their applications (Q6569742) (← links)