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Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory

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📜 SIMILAR VOLUMES

Effectiveness of copula-extreme value th

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Erratum to: Effectiveness of copula-extr

✍ Chun-Pin Hsu, Chin-Wen Huang, Wan-Jiun Paul Chiou 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 81 KB