@misc{Trzpiot_Grażyna_Regresja_2007,
 author={Trzpiot, Grażyna},
 year={2007},
 rights={Wszystkie prawa zastrzeżone (Copyright)},
 description={Prace Naukowe Akademii Ekonomicznej we Wrocławiu; 2007; nr 1176, s. 465-471},
 publisher={Wydawnictwo Akademii Ekonomicznej im. Oskara Langego we Wrocławiu},
 language={pol},
 abstract={This paper discusses a quantile regression as a model for estimating downside market risk measures - VaR. Firstly, the author presents a problem of quantile regression defined in statistics. Secondly, we made in a few steps applications of this approach to estimate VaR accordingly to different assumptions for time series of returns. The paper also describes a dynamic quantile statistical test. (original abstract)},
 title={Regresja kwantylowa a estymacja VaR},
 type={artykuł},
}