Article

Title:
A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
Journal:
Journal of the American Statistical Association
Year:
2007
Volume:
102
Pages:
280-292
JEL codes:
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G15 - International Financial Markets
C21 - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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