Value at risk estimation by quantile regression and kernel estimator
| Year of publication: |
2013
|
|---|---|
| Authors: | Huang, Alex YiHou |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 41.2013, 2, p. 225-251
|