Browsing All of EconStor by Author Barendse, Sander
Showing results 1 to 2 of 2
Year of Publication | Title | Author(s) |
---|---|---|
2017 | Interquantile Expectation Regression | Barendse, Sander |
2019 | Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error | Barendse, Sander; Kole, Erik; van Dijk, Dick |