Local likelihood density estimation and value-at-risk.

Gourieroux, Christian, and Jasiak, Joann. "Local likelihood density estimation and value-at-risk.." Journal of Probability and Statistics 2010 (2010): Article ID 754851, 26 p.-Article ID 754851, 26 p.. <http://eudml.org/doc/226799>.

@article{Gourieroux2010,
author = {Gourieroux, Christian, Jasiak, Joann},
journal = {Journal of Probability and Statistics},
language = {eng},
pages = {Article ID 754851, 26 p.-Article ID 754851, 26 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Local likelihood density estimation and value-at-risk.},
url = {http://eudml.org/doc/226799},
volume = {2010},
year = {2010},
}

TY - JOUR
AU - Gourieroux, Christian
AU - Jasiak, Joann
TI - Local likelihood density estimation and value-at-risk.
JO - Journal of Probability and Statistics
PY - 2010
PB - Hindawi Publishing Corporation, New York
VL - 2010
SP - Article ID 754851, 26 p.
EP - Article ID 754851, 26 p.
LA - eng
UR - http://eudml.org/doc/226799
ER -