THE KERNEL ESTIMATION OF VALUE-AT-RISK: THEORY

Hong Quan ZHU;Zu Di LU;Shou Yang WANG

Journal of Systems Science and Mathematical Sciences ›› 2002, Vol. 22 ›› Issue (3) : 365-374.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2002, Vol. 22 ›› Issue (3) : 365-374. DOI: 10.12341/jssms09641
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THE KERNEL ESTIMATION OF VALUE-AT-RISK: THEORY

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2002, 22(3): 365-374 https://doi.org/10.12341/jssms09641

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