Nonparametric estimation of value-at-risk

Author: Jeong Seok-Oh   Kang Kee-Hoon  

Publisher: Taylor & Francis Ltd

ISSN: 1360-0532

Source: Journal of Applied Statistics, Vol.36, Iss.11, 2009-11, pp. : 1225-1238

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract