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

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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.

This list was generated on Sat May 26 07:59:03 2018 WET.