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~person:"Du, Zaichao"
~subject:"Finanzdienstleistung"
~subject:"Schätztheorie"
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Du, Zaichao
Escanciano, Juan Carlos
48
Lewbel, Arthur
8
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Hoderlein, Stefan
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Linton, Oliver
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Srisuma, Sorawoot
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Chen, Bin
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Li, Wei
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Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
-
2015
Persistent link: https://www.econbiz.de/10010532092
Saved in:
2
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
Saved in:
3
A nonparametric distribution-free test for serial independence of errors
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1011-1034
Persistent link: https://www.econbiz.de/10011483448
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