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~isPartOf:"Journal of financial econometrics"
~isPartOf:"Operations research"
~person:"Hu, Xueping"
~subject:"Estimation theory"
~subject:"coherent risk measures"
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Single-index expectile models for estimating conditional
value
at
risk
and expected shortfall
Jiang, Rong
;
Hu, Xueping
;
Yu, Keming
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10013187986
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