Parametric and non-parametric estimation of value-at-risk

Deepak Jadhav; T. V. Ramanathan

Year of publication:	2009
Authors:	Jadhav, Deepak ; Ramanathan, T. V.
Published in:	The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 3.2009/10, 1, p. 51-71
Subject:	Schätztheorie \| Estimation theory \| Risikomaß \| Risk measure \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätzung \| Estimation

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