机译:欧洲能源市场的价值风险:比较参数,历史模拟和分位数回归值 - 风险
Department of Industrial Economics and Technology Management Norwegian University of Science and Technology NTNU NO-7491 Trondheim Norway;
Department of Industrial Economics and Technology Management Norwegian University of Science and Technology NTNU NO-7491 Trondheim Norway;
Department of Industrial Economics and Technology Management Norwegian University of Science and Technology NTNU NO-7491 Trondheim Norway;
NTNU Business School Norwegian University of Science and Technology NTNU NO-7491 Trondheim Norway;
RiskMetrics; historical simulation (HS); quantile regression (QR); value-at-risk (VaR); European energy future markets; risk analysis;
机译:商品风险价值建模:比较RiskMetrics,历史模拟和分位数回归
机译:使用单指数分位数回归估算风险价值
机译:面板分位数回归,用于估计和预测商品的风险价值
机译:分位数回归法对具有较高共同矩和风险价值的资产进行定价:越南股市的证据
机译:金融市场区域中的风险价值建模和仿真。
机译:探索性参数和非参数分位数回归模型建立尿素生物参考区间和参考曲线
机译:商品价值风险建模:比较Riskmetrics,历史模拟和分位数回归