Distribution Kernel Estimator of VaR and Its Applications for Mixing Sequences

doi:10.3969/j.issn.1001-4268.2018.02.008

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2018, Vol. 34 ›› Issue (2) : 201-212. DOI: 10.3969/j.issn.1001-4268.2018.02.008

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Distribution Kernel Estimator of VaR and Its Applications for Mixing Sequences

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2018, 34(2): 201-212 https://doi.org/10.3969/j.issn.1001-4268.2018.02.008

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Published
2018-04-26
Issue Date
2018-05-17