Items where Keyword is "Asymmetric least squares" (Publications and Working Papers)

Up a level
Export as [feed] RSS
Group by: Creators | Item Type | No Grouping
Jump to: T
Number of items: 1.

T

Taylor, James (2008) Estimating Value at Risk and Expected Shortfall Using Expectiles. Journal of Financial Econometrics, 6 (2). pp. 231-252. Link to full text available through this repository.
+

This list was generated on Sat Nov 18 17:34:14 2017 WET.