Estimation methods for expected shortfall
Work
Year: 2013
Type: article
Source: Quantitative Finance
Authors Saralees Nadarajah, Bo Zhang, Stephen Chan
Institution University of Manchester
Cites: 119
Cited by: 103
Related to: 10
FWCI: 6.372
Citation percentile (by year/subfield): 96.69
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed