Journal article

Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall

Actions

Email

Email this record

Send the bibliographic details of this record to your email address.

Your Email
Please enter the email address that the record information will be sent to.

-
Your message (optional)
Please add any additional information to be included within the email.
Share
Cite

Cite this record

APA Style

Taylor, J. (2008). Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall. 6(3), 382–406.

MLA Style

Taylor, J. Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall. vol. 6, no. 3, 2008, pp. 382–406.

Chicago Style

Taylor, J. 2008. Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall. 6 (3): 382–406.
Print

Access Document

Publisher copy:: 10.1093/jjfinec/nbn007

Authors

+ Taylor, J More by this author

Role:: Author

Volume:: 6
Issue:: 3
Pages:: 382-406
Publication date:: 2008-01-01
DOI:: 10.1093/jjfinec/nbn007

UUID:: uuid:ebb4ca5c-b92f-4c84-9ed3-6c7d52e1637d
Local pid:: daisy:2094
Source identifiers:: 2094
Deposit date:: 2012-08-07
ARK identifier:: ark:/29072/ora_ebb4ca5cb92f4c849ed36c7d52e1637d

Terms of use

Copyright date:: 2008

Licence:: Terms and Conditions of Use for Oxford University Research Archive

Views and Downloads

About views and downloads

If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP