Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.
Saved in:
| Title: | Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement. |
|---|---|
| Authors: | Hong, L. Jeff1 jeffhong@cityu.edu.hk, Juneja, Sandeep2 juneja@tifr.res.in, Guangwu Liu3 msgw.liu@cityu.edu.hk |
| Source: | Operations Research. May-Jun2017, Vol. 65 Issue 3, p657-673. 17p. |
| Database: | Business Source Ultimate |
Be the first to leave a comment!
