Conceptio › Archive › arXiv (All)
arXiv (All)open access

A compensatory model for quantile estimation and application to VaR

Tian, Xiaoyuan et al. · 2021
arXiv (All) · Papers · License: Open Access · 2021
Open Source ↗Direct PDF ↓
mathematical finance, probability, statistics theory
This document is indexed with metadata only — full text is not available in the archive for this record. Open the official source ↗
Record · ID 612688
Retrieved via Conceptio — every document is proof-bundled with source, license, and retrieval metadata.