Local Likelihood Density Estimation and Value-at-Risk

Local Likelihood Density Estimation and Value-at-Risk

Gourieroux, Christian, Jasiak, Joann
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Volume:
2010
Year:
2010
Language:
english
Journal:
Journal of Probability and Statistics
DOI:
10.1155/2010/754851
File:
PDF, 340 KB
english, 2010
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