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Value at risk estimation by quantile regression and kernel estimator
Huang, Alex - In: Review of quantitative finance and accounting 41 (2013) 2, pp. 225-251
Persistent link: https://www.econbiz.de/10009774455
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Volatility forecasting by quantile regression
Huang, Alex - In: Applied economics 44 (2012) 4/6, pp. 423-433
Persistent link: https://www.econbiz.de/10009530201
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Volatility forecasting of exchange rate by quantile regression
Huang, Alex; Peng, Sheng-pen; Li, Fangjhy; Ke, Ching-jie - In: International review of economics & finance : IREF 20 (2011) 4, pp. 591-606
Persistent link: https://www.econbiz.de/10009303959