Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks (Q3012104)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks |
scientific article |
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Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks (English)
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30 June 2011
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quantile regression
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feasible inference
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extreme value theory
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market risk
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stress testing
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systemic risk
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