Nonparametric inference for distortion risk measures on tail regions
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference22 articles.
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1. Network effects on risk co-movements: A network quantile autoregression-based analysis;Finance Research Letters;2023-09
2. Statistical inference for tail-based cumulative residual entropy;Insurance: Mathematics and Economics;2022-03
3. Research on the Optimal Portfolio of Stock and Internet Fund Investment Based on VaR-GARCH (1,1);Proceedings of the Sixteenth International Conference on Management Science and Engineering Management – Volume 1;2022
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