Assessing tail risk via a generalized conditional autoregressive expectile model
Year of publication: |
2025
|
---|---|
Authors: | Cai, Zongwu ; Fang, Ying ; Tian, Dingshi |
Subject: | conditional autoregressive expectile model | COVID-19 pandemic | dynamic testing | expectile model- ing | quasi-maximum likelihood estimation | tail risk |
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