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An optimization process in Value-at-Risk estimation
Huang, Alex - In: Review of financial economics : RFE 19 (2010) 3, pp. 109-116
Persistent link: https://www.econbiz.de/10008652920
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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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A value-at-risk approach with kernel estimator
Huang, Alex - In: Applied financial economics 19 (2009) 4/6, pp. 379-395
Persistent link: https://www.econbiz.de/10003828521
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Value at risk estimation by threshold stochastic volatility model
Huang, Alex - In: Applied economics 47 (2015) 43/45, pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
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Forecast of value at risk for equity indices : an analysis from developed and emerging markets
Huang, Alex; Tseng, Tsung-Wei - In: Journal of risk finance : the convergence of financial … 10 (2009) 4, pp. 393-409
Persistent link: https://www.econbiz.de/10009523713