Semiparametric estimation of Value at Risk
| Year of publication: |
2003
|
|---|---|
| Authors: | Fan, Jianqing ; Gu, Juan |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 6.2003, 2, p. 261-290
|