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Estimation of value-at-risk by $$L^{p}$$ quantile regression

Crossref DOI link: https://doi.org/10.1007/s10463-024-00911-y

Published Online: 2024-09-19

Published Print: 2025-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Sun, Peng

Lin, Fuming

Xu, Haiyang

Yu, Kaizhi
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Text and Data Mining valid from 2024-09-19

Version of Record valid from 2024-09-19
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Article History

Received: 8 August 2023

Revised: 22 April 2024

Accepted: 30 April 2024

First Online: 19 September 2024