Assessing value at risk with CARE, the Conditional...

Journal of Econometrics 2009 Vol. 150; Iss. 2

Assessing value at risk with CARE, the Conditional Autoregressive Expectile models

Chung-Ming Kuan, Jin-Huei Yeh, Yu-Chin Hsu
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Volume:
150
Year:
2009
Language:
english
Pages:
10
DOI:
10.1016/j.jeconom.2008.12.002
File:
PDF, 2.62 MB
english, 2009
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