Two-Step Kernel Estimation of Expected Shortfall for
Strong Mixing Time Series

Liu Jing,Yang Shanchao,Yao Yongyuan

PDF(281 KB)
PDF(281 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2010, Vol. 26 ›› Issue (5) : 485-500.
article

Two-Step Kernel Estimation of Expected Shortfall for
Strong Mixing Time Series

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

Cite this article

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2010, 26(5): 485-500

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(281 KB)

Accesses

Citation

Detail

Sections
Recommended

/