Quantile Regression in Risk Calibration

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2012, Ausgabe 6, 2012

Classification: Wirtschaft

Event: Veröffentlichung

(where): Berlin

(who): Humboldt-Universität zu Berlin

(when): 2012

Creator: Chao, Shih-Kang
Härdle, Wolfgang
Wang, Weining

DOI: 10.18452/4381

URN: urn:nbn:de:kobv:11-100199226

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:55 PM CET

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Associated

Chao, Shih-Kang
Härdle, Wolfgang
Wang, Weining
Humboldt-Universität zu Berlin

Time of origin

2012

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Local Quantile Regression

The Stochastic Fluctuation of the Quantile Regression Curve

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Partial Linear Quantile Regression and Bootstrap Confidence Bands

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Confidence Corridorsfor MultivariateGeneralizedQuantile Regression

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Confidence bands in quantile regression and generalized dynamic semiparametric factor models

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Quantile regression in risk calibration

Hochschulschrift

Generalized quantile regression

Local Quantile Regression

The Stochastic Fluctuation of the Quantile Regression Curve

Factorisable Multi-Task Quantile Regression

Calibration Risk for Exotic Options

Partial Linear Quantile Regression and Bootstrap Confidence Bands

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Quantile regression in risk calibration

Confidence Corridorsfor MultivariateGeneralizedQuantile Regression

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Adaptive methods for risk calibration

Confidence corridors for multivariate generalized quantile regression

Hochschulschrift

Confidence bands in quantile regression and generalized dynamic semiparametric factor models

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Quantile Regression in Risk Calibration

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Time of origin

Other Objects (12)

Quantile regression in risk calibration

Generalized quantile regression

Local Quantile Regression

The Stochastic Fluctuation of the Quantile Regression Curve

Factorisable Multi-Task Quantile Regression

Calibration Risk for Exotic Options

Partial Linear Quantile Regression and Bootstrap Confidence Bands

Quantile regression in risk calibration

Confidence Corridorsfor MultivariateGeneralizedQuantile Regression

Adaptive methods for risk calibration

Confidence corridors for multivariate generalized quantile regression

Confidence bands in quantile regression and generalized dynamic semiparametric factor models

Quantile regression in risk calibration

Generalized quantile regression

Local Quantile Regression

The Stochastic Fluctuation of the Quantile Regression Curve

Factorisable Multi-Task Quantile Regression

Calibration Risk for Exotic Options

Partial Linear Quantile Regression and Bootstrap Confidence Bands

Quantile regression in risk calibration

Confidence Corridorsfor MultivariateGeneralizedQuantile Regression

Adaptive methods for risk calibration

Confidence corridors for multivariate generalized quantile regression

Confidence bands in quantile regression and generalized dynamic semiparametric factor models

Quantile regression in risk calibration

Generalized quantile regression

Local Quantile Regression

The Stochastic Fluctuation of the Quantile Regression Curve

Factorisable Multi-Task Quantile Regression

Calibration Risk for Exotic Options

Partial Linear Quantile Regression and Bootstrap Confidence Bands

Quantile regression in risk calibration

Confidence Corridorsfor MultivariateGeneralizedQuantile Regression

Adaptive methods for risk calibration

Confidence corridors for multivariate generalized quantile regression

Confidence bands in quantile regression and generalized dynamic semiparametric factor models

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