Evaluating Value-at-Risk models Via Quantile Regression Working Papers uri icon

authors

  • LINTON ., OLIVER
  • GAGLIANONE, WAGNER PIAZZA
  • LIMA, LUIZ RENATO
  • SMITH, DANIEL

publication date

  • 2009

series title

  • UC3M Working papers. Economics

series number

  • 09-46-25