Browsing by Subject "Three-Step"
Now showing items 1-1 of 1
-
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 ...