Evaluating Value-at-Risk Models via Quantile Regression
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Publication:5392692
DOI10.1198/jbes.2010.07318zbMath1209.91178OpenAlexW2164961494MaRDI QIDQ5392692
Daniel R. Smith, Luiz Renato Lima, Oliver B. Linton, Wagner Piazza Gaglianone
Publication date: 13 April 2011
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://eprints.qut.edu.au/52444/1/09-46-25.pdf
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