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| CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2010 26 (5):
485-500
ISSN: 1001-4268: CN: 31-1256 / O1 |
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Two-Step Kernel Estimation of Expected Shortfall for
Strong Mixing Time Series |
| Liu Jing,Yang Shanchao,Yao Yongyuan |
| Guangxi Normal University |
| Received null Revised null Online 2010-10-25 |
| Reference |
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| Corresponding author: Liu Jing |
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