A nonparametric approach to calculating value-at-risk

By Ramon Alemany, Catalina Bolancé, Montserrat Guillén. 2013

49 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/92421512c8a2dd43c70dcf43483f07368eca6fc6