Work

Estimation of Expectile‐Based Marginal Expected Shortfall Under Asymptotic Independence

Year: 2024

Type: article

Source: Stat

DOI: 10.1002/sta4.70002

Authors: Tianyi Zhang, Liujun Chen, Jingyu Ji

Institutions: University of Science and Technology of China, Capital University of Economics and Business

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4403202327

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Cites: 23

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Related to: 10