Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
| Year of publication: |
2009
|
|---|---|
| Authors: | Kuan, Chung-Ming ; Yeh, Jin-Huei ; Hsu, Yu-Chin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 150.2009, 2, p. 261-270
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