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A nonparametric estimation procedure for bivariate extreme value copulas
1 个回复 - 2683 次查看【作者(必填)】 23 【文题(必填)】 A nonparametric estimation procedure for bivariate extreme value copulas【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article- ...2022-10-26 13:38 - internet.hzx - 求助成功区

Three regime bivariate normal distribution: a new estimation method for co-value
1 个回复 - 898 次查看【作者(必填)】 232 【文题(必填)】 Three regime bivariate normal distribution: a new estimation method for co-value-at-risk, CoVaR 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tand ...2021-8-8 21:42 - internet.hzx - 求助成功区

Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation E
1 个回复 - 760 次查看【作者(必填)】 2323 【文题(必填)】 Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://academic.oup.com/j ...2021-6-19 21:20 - internet.hzx - 求助成功区

Value-at-risk estimation with new skew extension of generalized normal distribut
1 个回复 - 648 次查看【作者(必填)】 23 【文题(必填)】 Value-at-risk estimation with new skew extension of generalized normal distribution 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/d ...2021-6-13 10:48 - internet.hzx - 求助成功区

Propensity score estimation with missing values using a multiple imputation miss
3 个回复 - 475 次查看【作者(必填)】Yongming Qu 【文题(必填)】Propensity score estimation with missing values using a multiple imputation missingness pattern (MIMP) approach 【年份(必填)】2009 【全文链接或数据库名 ...2020-1-3 14:04 - andy162639 - 求助成功区

Propensity score estimation with missing values using a multiple imputation miss
3 个回复 - 565 次查看【作者(必填)】Qu Y, Lipkovich I.[/backcolor] 【文题(必填)】Propensity score estimation with missing values using a multiple imputation missingness pattern (MIMP) approach. 【年份(必填)】2009 ...2019-11-23 23:54 - andy162639 - 求助成功区

Portfolio value-at-risk estimation in energy futures markets with time-varying c
2 个回复 - 401 次查看【作者(必填)】 23 【文题(必填)】 Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.spri ...2019-5-8 19:14 - internet.hzx - 求助成功区

Backtesting Parametric Value-at-Risk With Estimation Risk
1 个回复 - 488 次查看【作者(必填)】 Carlos Escanciano[/backcolor] &Jose Olmo[/backcolor] 【文题(必填)】 Backtesting Parametric Value-at-Risk With Estimation Risk【年份(必填)】 2012 【全文链接或数据库名称(选填)】http: ...2018-1-13 20:27 - internet.hzx - 求助成功区

Bivariate Extreme Value Theory: Models and Estimation
1 个回复 - 983 次查看【作者(必填)】 Jonathan A. Tawn 【文题(必填)】 Bivariate Extreme Value Theory: Models and Estimation 【年份(必填)】 1988 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%28 ...2016-1-23 17:15 - internet.hzx - 文献求助专区

Portfolio Value-At-Risk Estimation In Energy Futures Markets With Time-Varying
5 个回复 - 1036 次查看【作者(必填)】Xun Fa Lu, Kin Keung Lai, Liang Liang 【文题(必填)】Portfolio Value-At-Risk Estimation In Energy Futures Markets With Time-Varying Copula-GARCH Model 【年份(必填)】2014 【全文链 ...2015-1-30 11:40 - lipj - 求助成功区

求Understanding the Estimation Risks of Value at Risk
3 个回复 - 690 次查看【作者(必填)】 Donald R. Chambers, Michael A. Kelly, and Qin Lu 【文题(必填)】 Understanding the Estimation Risks of Value at Risk 【年份(必填)】 2014 【全文链接或数据库名称(选填)】 http://www ...2014-1-7 13:27 - waterup - 文献求助专区

Lasso Estimation of an Interval-Valued Multiple Regression Model.
1 个回复 - 1101 次查看 A multiple interval-valued linear regression model considering all the cross-relationships between the mids and spreads of the intervals has been introduced recently. A least-squares estimation of the ...2016-2-9 20:59 - oliyiyi - LATEX论坛

Robust Conditional Variance and Value-at-Risk Estimation
1 个回复 - 1188 次查看【作者(必填)】 [*]Debbie J. Dupuis [*]Nicolas Papageorgiou [*]Bruno Rémillard 【文题(必填)】Robust Conditional Variance and Value-at-Risk Estimation 【年份(必填)】2014 【全文链接或 ...2014-8-21 22:37 - nkky2011 - 求助成功区

High quantiles estimation with Quasi-PORT and DPOT:An application to value-at-ri
1 个回复 - 667 次查看【作者(必填)】 [*]Paulo Araújo Santosa, 1, , [*]Isabel Fraga Alvesb, 2, , [*]Shawkat Hammoudehc, , 【文题(必填)】High quantiles estimation with Quasi-PORT and DPOT: An application to value-a ...2014-6-17 14:07 - nkky2011 - 求助成功区

An estimation model of value-at-risk portfolio under uncertainty
2 个回复 - 654 次查看【作者(必填)】Yuji Yoshida 【文题(必填)】An estimation model of value-at-risk portfolio under uncertainty 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/scienc ...2013-7-28 07:26 - benz1985 - 求助成功区

文献求助：Extreme estimation uncertainty in fair value estimates: The implicatio
1 个回复 - 1059 次查看【作者(必填)】Brant E. Christensen , Steven M. Glover , and David A. Wood 【文题(必填)】Extreme estimation uncertainty in fair value estimates: The implications for audit assurance 【年份(必填) ...2013-5-8 11:34 - wang198928 - 求助成功区

Least squates estimation of missing values in time series
2 个回复 - 952 次查看【作者(必填)】Steve Beveridge 【文题(必填)】Least squates estimation of missing values in time series 【年份(必填)】1992 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.10 ...2013-3-27 06:28 - semidefinite - 求助成功区

求论文A Bayesian missing value estimation method for gene expression profile dat
4 个回复 - 793 次查看【作者(必填)】Shigeyuki Oba, Masa-aki Sato,etal 【文题(必填)】A Bayesian missing value estimation method for gene expression profile data 【年份(必填)】Nov 2003 【全文链接或数据库名称(选填)】 ...2012-6-21 15:21 - sjm1972 - 求助成功区

Improved estimation of portfolio value-at-risk under copula
0 个回复 - 1325 次查看 Improved estimation of portfolio value-at-risk under copula models with mixed marginals2009-12-27 22:40 - zengyan1984 - 论文版

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