Author:
Ferraty Frédéric,Quintela-Del-Río Alejandro
Subject
Economics and Econometrics
Reference47 articles.
1. Spectral measures of risk: A coherent representation of subjective risk aversion
2. Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
3. Basel Committee on Banking Supervision . ( 1996 ). Amendment to the capital accord to incorporate market risks, Bank for International Settlements .
4. Basel Committee on Banking Supervision . ( 2006 ). Basel II: International convergence of capital measurement and capital standards: A revised framework.Report # 128.Bank for International Settlements .
5. Nonparametric estimation of extreme conditional quantiles
Cited by
20 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献