Work

Weighted Nadaraya-Watson Estimation of Conditional Expected Shortfall

Year: 2012

Type: article

Source: Journal of Financial Econometrics

DOI: 10.1093/jjfinec/nbs002

Author: K. Kato

Institution: Hiroshima University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Japan Society for the Promotion of Science

Award: Research on quantile regression for panel data

OpenAlex ID: W2170053008

FWCI: 3.191

Cites: 29

Cited by: 26

Related to: 10