Recursive Quantile Estimation with Application to Value at Risk

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Title: Recursive Quantile Estimation with Application to Value at Risk
Author: Ruan, Chen
Advisors: Dave Dickey, Committee Member
Dennis Boos, Committee Member
Denis Pelletier, Committee Member
Peter Bloomfield, Committee Chair
Date: 2008-04-25
Degree: PhD
Discipline: Statistics
URI: http://www.lib.ncsu.edu/resolver/1840.16/4259


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