TERES: tail event risk expectile based shortfall

Mihoci, A., Haerdle, W. and Chen, C. Y.-H. (2020) TERES: tail event risk expectile based shortfall. Quantitative Finance, (Accepted for Publication)

[img] Text
218463.pdf - Accepted Version
Restricted to Repository staff only

549kB

Abstract

No abstract available.

Item Type:Articles
Status:Accepted for Publication
Refereed:Yes
Glasgow Author(s) Enlighten ID:Chen, Professor Cathy Yi-Hsuan
Authors: Mihoci, A., Haerdle, W., and Chen, C. Y.-H.
College/School:College of Social Sciences > Adam Smith Business School > Accounting and Finance
Journal Name:Quantitative Finance
Publisher:Taylor & Francis
ISSN:1469-7688
ISSN (Online):1469-7696

University Staff: Request a correction | Enlighten Editors: Update this record