Type of publication: | Article |
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Language: | English |
Notes: | Taylor, James (2008) Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall. Journal of Financial Econometrics, 6 (3). pp. 382-406. |
Other identifiers: | 10.1093/jjfinec/nbn007 [DOI] |
Source: | BASE |
Persistent link: https://www.econbiz.de/10011423612