Semiparametric Estimation of Value at Risk (Record no. 42853)
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000 -LEADER | |
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fixed length control field | 00559nam a2200181Ia 4500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 100324s9999 xx 000 0 und d |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Fan, Jianqing and Gu, Juan |
240 ## - UNIFORM TITLE | |
Uniform title | Econometrics Journal (3 Issues per Annualy) |
245 ## - TITLE STATEMENT | |
Title | Semiparametric Estimation of Value at Risk |
246 ## - VARYING FORM OF TITLE | |
Title proper/short title | J5085 |
Date or sequential designation | 2003 |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Date of publication, distribution, etc. | 2003 |
300 ## - PHYSICAL DESCRIPTION | |
Other physical details | V. 06 |
Dimensions | Issue. 2 |
Extent | 261-290 |
366 ## - TRADE AVAILABILITY INFORMATION | |
Detailed date of publication | 2003 |
366 ## - TRADE AVAILABILITY INFORMATION | |
Detailed date of publication | Dec |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Econometrics |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Aggregate returns;Value at risk;Volatility;Quantile;Semiparametric;Choice of decay factor; |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type |
No items available.