Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference99 articles.
1. Value-at-risk prediction in r with the GAS package;Ardia;Manuscript,2016
2. A note on the estimation of a distribution function and quantiles by a kernel method;Azzalini;Biometrika,1981
3. Backtesting derivative portfolios with filtered historical simulation (FHS);Barone-Adesi;Europ. Finan. Manage.,2002
4. Bandwidth selection for kernel conditional density estimation;Bashtannyk;Comput. Statist. Data Anal.,2001
5. Foundations of factor investing;Bender;MSCI Research Insight.,2013
Cited by
6 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