Economy – Quantitative Finance – Risk Management
Scientific paper
2011-03-30
Economy
Quantitative Finance
Risk Management
Scientific paper
We present a novel procedure for scaling relatively high frequency tail
probability and quantile estimates for the conditional distribution of returns.
No associations
LandOfFree
Scaling conditional tail probability and quantile estimators does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Scaling conditional tail probability and quantile estimators, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Scaling conditional tail probability and quantile estimators will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-569604