Modeling forecasting expected shortfall with the generalized asymmetric Student-

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收藏 2011-08-19

【题名】： Modeling forecasting expected shortfall with the generalized asymmetric Student-
         【作者】： Dongming Zhua and John W. Galbraith
         【期刊、会议、单位名称】：
         【年, 卷(期), 起止页码】：Received 8 June 2010;  revised 7 March 2011;  accepted 11 May 2011.  Available online 20 May 2011
         【全文链接】：

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yindi

2011-8-19 11:00:36

补全题目：Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions

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chenbenben

2011-8-19 11:01:56

Modeling forecasting expected shortfall with the generalized asymmetric
本文来自: 人大经济论坛文献求助专区版，详细出处参考： https://bbs.pinggu.org/forum.php? ... &from^^uid=255450

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forecasting_shortfall.pdf