Local likelihood density estimation and value-at-risk

Journal of Probability and Statistics

Volumn , Issue , 2010, Pages

  Gourieroux, Christian ^a   Jasiak, Joann ^b  

^a UNIVERSITY OF TORONTO   (Canada)

^b YORK UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84859199027     PISSN: 1687952X     EISSN: 16879538     Source Type: Journal    
DOI: 10.1155/2010/754851     Document Type: Article

References (19)

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