Cite
HARVARD Citation
Jiang, R. et al. (2022). Single-Index Expectile Models for Estimating Conditional Value at Risk and Expected Shortfall. Journal of financial econometrics. pp. 345-366. [Online].
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Jiang, R. et al. (2022). Single-Index Expectile Models for Estimating Conditional Value at Risk and Expected Shortfall. Journal of financial econometrics. pp. 345-366. [Online].