Assessing tail risk using expectile regressions with partially varying coefficients

Zongwu Cai, Ying Fang and Dingshi Tian

Year of publication:	[2018]
Authors:	Cai, Zongwu ; Fang, Ying ; Tian, Dingshi
Publisher:	Lawrence, Kansas : University of Kansas, Department of Economics
Subject:	Expectile \| Heteroskedasticity \| Nonlinearity \| Varying Coefficients \| Tail Risk \| Regressionsanalyse \| Regression analysis \| Statistische Verteilung \| Statistical distribution \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Risikomaß \| Risk measure \| Schätzung \| Estimation \| Risiko \| Risk

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