Modified marginal expected shortfall under asymptotic dependence

Juanjuan Cai, Valerie Chavez-Demoulin, Armelle Guillou

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'Modified marginal expected shortfall under asymptotic dependence'. Together they form a unique fingerprint.

INIS

Mathematics