Research Article
Adjusted Extreme Conditional Quantile Autoregression with Application to Risk Measurement
| Sample size (n) | | | |
| 250 | 0.96844 | 0.74493 | 0.62015 | 500 | 0.79632 | 0.60788 | 0.56179 | 1000 | 0.71974 | 0.54056 | 0.53254 | 2000 | 0.71416 | 0.49585 | 0.50037 | 3000 | 0.69751 | 0.47862 | 0.49713 | 4000 | 0.69608 | 0.46439 | 0.48776 |
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