Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2019 Issues: 2019/6 Volumes: 3 Jiahua Xu 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 &... DOI:10.15456/iree.2018304.055009 XLSX m mat
