Quantile graphical models : prediction and conditional independence with applications to financial risk management
Alexandre Belloni, Mingli Chen, and Victor Chernozhukov
| Year of publication: |
July, 2016
|
|---|---|
| Authors: | Belloni, Alexandre ; Chen, Mingli ; Chernozhukov, Victor |
| Publisher: |
Coventry : University of Warwick, Department of Economics |
| Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |