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~subject:"Expected Shortfall"
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Expected Shortfall
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International business and economics research journal
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Extreme risk in resource indices and the generalized logistic distribution
Huang, Chun-Kai
;
Pather, Venelle
;
Hammujuddy, Jahvaid
; …
- In:
The journal of applied business research
33
(
2017
)
2
,
pp. 283-296
Persistent link: https://www.econbiz.de/10011673879
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Extreme risk, value-at-risk and expected shortfall in the gold market
Chinhamu, Knowledge
;
Huang, Chun-Kai
;
Huang, Chun-Sung
; …
- In:
International business and economics research journal
14
(
2015
)
1
,
pp. 107-122
Persistent link: https://www.econbiz.de/10010529381
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