Empirical likelihood-based evaluations of value at risk models
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Publication:1044277
DOI10.1007/s11425-009-0050-6zbMath1191.62178OpenAlexW2079006149MaRDI QIDQ1044277
Zheng-Hong Wei, Song-qiao Wen, Li Xing Zhu
Publication date: 11 December 2009
Published in: Science in China. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-009-0050-6
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- Regression Quantiles
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- Semiparametric estimation of Value at Risk
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