A New Risk Measure MMVaR: Properties and Empirical Research
Crossref DOI link: https://doi.org/10.1007/s11424-023-2068-1
Published Online: 2023-10-19
Published Print: 2023-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Tan, Keqi
Chen, Yu
Chen, Dan
Text and Data Mining valid from 2023-10-01
Version of Record valid from 2023-10-01
Article History
Received: 22 January 2022
Revised: 10 May 2022
First Online: 19 October 2023
Conflict of Interest
: The authors declare no conflict of interest.