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Estimating expected shortfall using a quantile function model

Yuzhi Cai Orcid Logo

International Journal of Finance & Economics, Volume: 26, Issue: 3, Pages: 4332 - 4360

Swansea University Author: Yuzhi Cai Orcid Logo

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DOI (Published version): 10.1002/ijfe.2017

Published in: International Journal of Finance & Economics
ISSN: 1076-9307 1099-1158
Published: Wiley 2021
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URI: https://cronfa.swan.ac.uk/Record/cronfa54532
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last_indexed 2021-07-17T03:17:58Z
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title Estimating expected shortfall using a quantile function model
spellingShingle Estimating expected shortfall using a quantile function model
Yuzhi Cai
title_short Estimating expected shortfall using a quantile function model
title_full Estimating expected shortfall using a quantile function model
title_fullStr Estimating expected shortfall using a quantile function model
title_full_unstemmed Estimating expected shortfall using a quantile function model
title_sort Estimating expected shortfall using a quantile function model
author_id_str_mv eff7b8626ab4cc6428eef52516fda7d6
author_id_fullname_str_mv eff7b8626ab4cc6428eef52516fda7d6_***_Yuzhi Cai
author Yuzhi Cai
author2 Yuzhi Cai
format Journal article
container_title International Journal of Finance & Economics
container_volume 26
container_issue 3
container_start_page 4332
publishDate 2021
institution Swansea University
issn 1076-9307
1099-1158
doi_str_mv 10.1002/ijfe.2017
publisher Wiley
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 1
active_str 0
published_date 2021-07-01T07:58:55Z
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score 11.048085

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