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                                       Details for article 5 of 37 found articles
 
 
  Change-point detection for expected shortfall in time series
 
 
Title: Change-point detection for expected shortfall in time series
Author: Sun, Lingyu
Li, Dong
Appeared in: Journal of management science and engineering
Paging: Volume 6 () nr. 3 pages 324-335
Year: 2021
Contents:
Publisher: China Science Publishing & Media Ltd.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 5 of 37 found articles
 
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