High quantiles estimation with Quasi-PORT and DPOT:An application to value-at-ri

nkky2011

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收藏 2014-06-17

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【作者(必填)】

Paulo Araújo Santos a, 1, ,
Isabel Fraga Alves b, 2, ,
Shawkat Hammoudeh c, ,

【文题(必填)】High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables

【年份(必填)】2013

【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S1062940813000326