Evaluating value-at-risk models via quantile regression
Wagner Piazza Gaglianone; Luiz Renato Lima; Oliver Linton; Daniel R. Smith
| Year of publication: |
2011
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|---|---|
| Authors: | Gaglianone, Wagner Piazza ; Lima, Luiz Renato ; Linton, Oliver ; Smith, Daniel R. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 29.2011, 1, p. 150-160
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| Subject: | Risikomaß | Risk measure | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009159097