Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology - Central European Journal of Economic Modelling and Econometrics - Issue 1 (2013) - CEJSH - Yadda

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Article details

Journal

Central European Journal of Economic Modelling and Econometrics

2013 | 1 |

Article title

Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology

Authors

Ratuszny, Ewa

Content

Full texts:

oai-journals-pan-pl-103751/full-text/mainFile.pdf

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Title variants

Languages of publication

PL

Abstracts

Keywords

PL

Nauki Humanistyczne i Społeczne Robust estimation quantile regression CAViaR ARMA-GARCH models

Publisher

Polska Akademia Nauk

Journal

Central European Journal of Economic Modelling and Econometrics

Year

2013

Issue

1

Physical description

Contributors

author

Ratuszny, Ewa

References

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.oai-journals-pan-pl-103751

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