Subject
Business and International Management
Reference29 articles.
1. Coherent measures of risk;Artzner;Mathematical Finance,1999
2. M-quantiles;Breckling;Biometrika,1988
3. Evaluating interval forecasts;Christoffersen;International Economic Review,1998
4. Elements of financial risk management;Christoffersen,2012
5. CAViaR: Conditional autoregressive value at risk by regression quantiles;Engle;Journal of Business & Economic Statistics,2004
Cited by
14 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