Estimation of the expected shortfall given an extreme component under conditional extreme value model
Crossref DOI link: https://doi.org/10.1007/s10687-018-0333-9
Published Online: 2018-09-05
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kulik, RafaĆ
Tong, Zhigang
Text and Data Mining valid from 2018-09-05
Article History
Received: 4 February 2017
Revised: 6 August 2018
Accepted: 7 August 2018
First Online: 5 September 2018