国际金融市场中渐近无偏极端预期缺口与尾部风险预测
Asymptotically unbiased extreme Expected Shortfall and tail risk forecasting in international financial markets
Journal of International Financial Markets, Institutions and Money · 2026
被引 0
ABS 3
- Bin Tong 通讯
- Rui Li
- Yuanrong Xu
金融市场尾部风险极值理论预期缺口金融风险管理