Value–at–Risk Prediction: A Comparison of Alternative Strategies∗ Keith Kuestera a Stefan Mittnikb c d †

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Date: 2007-10-14 06:50:06 Statistics Mathematical analysis Probability Probability distributions Regression analysis Linear regression Normal distribution Quantile regression Quantile function Beta distribution Value at risk Skewness		Value–at–Risk Prediction: A Comparison of Alternative Strategies∗ Keith Kuestera a Stefan Mittnikb c d † Add to Reading List Source URL: www.keithkuester.eu Download Document from Source Website File Size: 283,85 KB Share Document on Facebook

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