Weighted Nadaraya-Watson estimation of conditional expected shortfall
Kengo Kato
| Year of publication: |
2012
|
|---|---|
| Authors: | Kato, Kengo |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 10.2012, 2, p. 265-291
|
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Kapitalanlage | Financial investment | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10009540545