Semiparametric Estimation of Expected Shortfall and Its Application

GUAN Xin, ZHOU Yong

Acta Mathematicae Applicatae Sinica ›› 2019, Vol. 42 ›› Issue (6) : 744-760.

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Acta Mathematicae Applicatae Sinica ›› 2019, Vol. 42 ›› Issue (6) : 744-760. DOI: 10.12387/C2019060

Semiparametric Estimation of Expected Shortfall and Its Application

  • GUAN Xin1, ZHOU Yong2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2019, 42(6): 744-760 https://doi.org/10.12387/C2019060

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