Conditional value-at-risk: semiparametric estimation and inference (Q311646)
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scientific article; zbMATH DE number 6626834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional value-at-risk: semiparametric estimation and inference |
scientific article; zbMATH DE number 6626834 |
Statements
Conditional value-at-risk: semiparametric estimation and inference (English)
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13 September 2016
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bootstrap
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conditional expected shortfall
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conditional value-at-risk
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nonlinear time series
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quantile regression
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semiparametric methods
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