Semiparametric estimation of dynamic conditional expected shortfall models
Juan Carlos Escanciano; Silvia Mayoral
| Year of publication: |
2008
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|---|---|
| Authors: | Escanciano, Juan Carlos ; Mayoral, Silvia |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 1.2008, 2, p. 106-120
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| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection |
| 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://ebvufind01.dmz1.zbw.eu/10003822450