Browsing by Subject "Conditional Value-at-Risk"
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A Three-Step Nonparametric Estimation of Conditional Value-At-Risk Admitting a Location-Scale Model
(Journal of Statistical and Econometric Methods, 2019)Financial institutions owners and regulators are concerned majorly about risk analysis, Value-at-Risk (VaR) is one of the most popular and common measures of risk used in finance, measures the down-side risk and is ...