High quantiles estimation with Quasi-PORT and DPOT: An...

The North American Journal of Economics and Finance 2013 / 12 Vol. 26

High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables

Araújo Santos, Paulo, Fraga Alves, Isabel, Hammoudeh, Shawkat
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
26
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2013.02.017
Date:
December, 2013
File:
PDF, 369 KB
english, 2013
Conversion to is in progress
Conversion to is failed