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المؤلفون: James Taylor
المصدر: Journal of Financial Econometrics. 6(3):382-406
مصطلحات موضوعية: Economics and Econometrics, Expected shortfall, Variable kernel density estimation, Kernel density estimation, Statistics, Econometrics, Economics, Principal component regression, Kernel regression, Finance, Value at risk, Quantile, Quantile regression
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aa97016ca99685300db744bac825b304
http://ora.ox.ac.uk/objects/uuid:aea0f7b0-7fed-4017-a0b6-46391f2f1de5