Multiday expected shortfall under generalized t distributions: evidence from global stock market
Crossref DOI link: https://doi.org/10.1007/s11156-019-00860-1
Published Online: 2020-01-14
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Iqbal, Robina
Sorwar, Ghulam http://orcid.org/0000-0001-8778-7966
Baker, Rose
Choudhry, Taufiq
Text and Data Mining valid from 2020-01-14
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First Online: 14 January 2020