Fan, Jianqing and Gu, Juan <br/><br/>
Semiparametric Estimation of Value at Risk 
 J5085  2003 

 -  2003 
 - 261-290  V.  06  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Aggregate returns;Value at risk;Volatility;Quantile;Semiparametric;Choice of decay factor;