Quantile Regression in Risk Calibration

Published in Handbook of Financial econometrics and statistics, 2014

Recommended citation: Chao, S.-K., Härdle, W. Wang, W. (2015). Quantile Regression in Risk Calibration, in Lee, C.-F., and Lee, J. C. (eds), Handbook of Financial econometrics and statistics, Springer, New York. https://link.springer.com/referenceworkentry/10.1007/978-1-4614-7750-1_54