Nonparametric estimation of expected shortfall for α-mixing financial losses
Crossref DOI link: https://doi.org/10.1007/s00180-023-01434-5
Published Online: 2023-11-14
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Xuejun
Wu, Yi
Wang, Wei http://orcid.org/0000-0001-8988-7805
Funding for this research was provided by:
the National Social Science Foundation of China (22BTJ059)
Text and Data Mining valid from 2023-11-14
Version of Record valid from 2023-11-14
Article History
Received: 9 March 2023
Accepted: 24 October 2023
First Online: 14 November 2023