Simultaneous confidence bands for conditional value-at-risk and expected shortfall
Shuo Li, Liuhua Peng, Xiaojun Song
| Year of publication: |
2023
|
|---|---|
| Authors: | Li, Shuo ; Peng, Liuhua ; Song, Xiaojun |
| Subject: | Risikomaß | Risk measure | Theorie | Theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466622000275 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014436591