Pages that link to "Item:Q5034184"
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The following pages link to Estimation of value-at-risk using single index quantile regression (Q5034184):
Displaying 6 items.
- VAR for VaR: measuring tail dependence using multivariate regression quantiles (Q494385) (← links)
- Time-varying quantile single-index model for multivariate responses (Q1663105) (← links)
- Central quantile subspace (Q2302519) (← links)
- Estimating value at risk with semiparametric support vector quantile regression (Q2512755) (← links)
- VaR estimation based on quantile regression forest and risk factors analysis (Q5143677) (← links)
- Evaluating Value-at-Risk Models via Quantile Regression (Q5392692) (← links)