"Nonlinear expectile regression with application to Value-at-Risk and ..."

Minjo Kim, Sangyeol Lee (2016)

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DOI: 10.1016/J.CSDA.2015.07.011

access: closed

type: Journal Article

metadata version: 2020-02-18

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Minjo Kim, Sangyeol Lee:
Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation. Comput. Stat. Data Anal. 94: 1-19 (2016)

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