Items where Keyword is "Kernel density estimation" (Publications and Working Papers)

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J

Jeon, Jooyoung and Taylor, James (2016) Short-term density forecasting of wave energy using ARMA-GARCH models and kernel density estimation. International Journal of Forecasting, 32 (3). pp. 991-1004. Link to full text available through this repository.
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T

Taylor, James (2008) Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall. Journal of Financial Econometrics, 6 (3). pp. 382-406. Link to full text available through this repository.
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This list was generated on Thu Nov 23 09:09:50 2017 WET.