Work

Extremal quantile regression: an overview

Year: 2017

Type: report

DOI: 10.1920/wp.cem.2017.6517

Authors: Victor Chernozhukov, Tetsuya Kaji, Ivan Fernandez-Val

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2588694271

Cites: 2

Cited by: 15

Related to: 10