The Alpha-Quantile Distribution Function and its Applications to Financial Modeling
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 288.
Date of creation: 01 Jul 2002
Date of revision:
conditional quantiles; quantile regression; quasi-maximum likelihood; `alpha-Quantile'; consistency; asymptotic normality; Value-at-Risk;
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