Work

Influence Functions for Risk and Performance Estimators

Year: 2019

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3415903

Authors: Shengyu Zhang, R. Douglas Martin, Anthony-Alexander Christidis

Institutions: Boeing (United States), University of Washington, University of British Columbia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3175363083

Cites:

Cited by: 1

Related to: 10