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

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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.
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This list was generated on Sat Sep 23 19:10:50 2017 WEST.