"Nonparametric estimation of expected shortfall for α-mixing financial ..."

Xuejun Wang, Yi Wu, Wei Wang (2024)

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DOI: 10.1007/S00180-023-01434-5

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type: Journal Article

metadata version: 2024-10-22

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Xuejun Wang, Yi Wu, Wei Wang:
Nonparametric estimation of expected shortfall for α-mixing financial losses. Comput. Stat. 39(6): 3157-3179 (2024)

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