Local likelihood density estimation and value-at-risk.
Gourieroux, Christian ; Jasiak, Joann
Journal of Probability and Statistics, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/754851
EUDML-ID : urn:eudml:doc:226799 
@article{05822170,
     title = {Local likelihood density estimation and value-at-risk.},
     journal = {Journal of Probability and Statistics},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/754851},
     zbl = {1200.91303},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05822170}
}

Gourieroux, Christian; Jasiak, Joann. Local likelihood density estimation and value-at-risk.. Journal of Probability and Statistics, Tome 2010 (2010) . doi : 10.1155/2010/754851. http://gdmltest.u-ga.fr/item/05822170/