Author

Dingshi Tian

Observed name: Ding-shi Tian

Institution: Zhongnan University of Economics and Law

Observed institutions: Zhongnan University of Economics and Law, Xiamen University

ORCID: 0000-0002-1830-6142

Observed ORCID: 0000-0002-1830-6142

OpenAlex ID: A5046840520

Assessing Tail Risk Using Expectile Regressions with Partially Varying Coefficients

2018 · Zongwu Cai, Ying Fang, et al. · Journal of Management Science and Engineering · 9

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Econometric modeling of risk measures: A selective review of the recent literature

2019 · Ding-shi Tian, Zong-wu Cai, et al. · Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao · 7

CAViaR Model Selection via Adaptive Lasso

2024 · Zongwu Cai, Ying Fang, et al. · Journal of Time Series Analysis

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Assessing Tail Risk Via a Generalized Conditional Autoregressive Expectile Model

2023 · Zongwu Cai, Ying Fang, et al. · SSRN Electronic Journal

Works count: 4

Citation count: 16

H-index: 2

I10-index: