Skip to content
GO TO EUDAT WEBSITE
DATA CATALOGUE
REPOSITORIES
PROJECTS
ABOUT
Service Documentation
EUDAT Core Metadata Schema
EUDAT Support Request
Home
Datasets
Order by
Relevance
Name Ascending
Name Descending
Last Modified
Go
1 dataset found
Keywords:
Tail risk
Filter Results
Semiparametric Value-At-Risk Estimation of Portfolios
This MATLAB-code reproduces the results of Xu, Jiahua (2019). Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking &...
You can also access this registry using the
API
(see
API Docs
).
