Work

Nonparametric Expectile Regression for Conditional Autoregressive Expected Shortfall Estimation

Year: 2014

Type: book-chapter

Source: Emerald Group Publishing Limited eBooks

Parent work: Risk Management Post Financial Crisis: A Period of Monetary Easing

DOI: 10.1108/s1569-375920140000096003

Authors: Marcelo Brutti Righi, Yi Yang, Paulo Sergio Ceretta

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2497923337

FWCI:

Cites: 26

Cited by: 6

Related to: 10