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Nonparametric statistical inference of value at risk for financial time series
Chen, Song Xi; Tang, Cheng Yong - 2003
Persistent link: https://www.econbiz.de/10002250834
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Nonparametric inference of value-at-risk for dependent financial returns
Chen, Song Xi; Tang, Cheng Yong - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 227-255
Persistent link: https://www.econbiz.de/10002811347
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Nonparametric estimation of expected shortfall
Chen, Song Xi - In: Journal of financial econometrics : official journal of … 6 (2008) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10003669257