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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Operations research"
~person:"Yu, Keming"
~subject:"Estimation theory"
~subject:"coherent risk measures"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Operations research
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Kernel conditional quantile estimation for stationary processes with application to conditional
value-at-risk
Wu, Wei Biao
;
Yu, Keming
;
Mitra, Gautam
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10003687936
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