Estimating quantiles with Linex loss function: applications to VaR estimation
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Warszawa
Inst.
2005
|
| Series: | Preprint Instytut Matematyczny <Warszawa>
656 |
| Physical Description: | 10 S. |
Staff View
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| spelling | Zieliński, Ryszard 1932-2012 Verfasser (DE-588)1287178332 aut Estimating quantiles with Linex loss function applications to VaR estimation Ryszard Zieliński Warszawa Inst. 2005 10 S. txt rdacontent n rdamedia nc rdacarrier Preprint 656 Preprint Instytut Matematyczny <Warszawa> 656 (DE-604)BV035916694 656 |
| spellingShingle | Zieliński, Ryszard 1932-2012 Estimating quantiles with Linex loss function applications to VaR estimation Preprint Instytut Matematyczny <Warszawa> |
| title | Estimating quantiles with Linex loss function applications to VaR estimation |
| title_auth | Estimating quantiles with Linex loss function applications to VaR estimation |
| title_exact_search | Estimating quantiles with Linex loss function applications to VaR estimation |
| title_full | Estimating quantiles with Linex loss function applications to VaR estimation Ryszard Zieliński |
| title_fullStr | Estimating quantiles with Linex loss function applications to VaR estimation Ryszard Zieliński |
| title_full_unstemmed | Estimating quantiles with Linex loss function applications to VaR estimation Ryszard Zieliński |
| title_short | Estimating quantiles with Linex loss function |
| title_sort | estimating quantiles with linex loss function applications to var estimation |
| title_sub | applications to VaR estimation |
| volume_link | (DE-604)BV035916694 |
| work_keys_str_mv | AT zielinskiryszard estimatingquantileswithlinexlossfunctionapplicationstovarestimation |