Bahadur representation of linear kernel quantile estimator of VaR under assumptions
Xianglan Wei, Shanchao Yang, Keming Yu, Xin Yang, Guodong XingVolume:
140
Year:
2010
Language:
english
Pages:
15
DOI:
10.1016/j.jspi.2010.01.002
File:
PDF, 240 KB
english, 2010