Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
2019 · Journal of Econometrics · 252 citations
https://doi.org/10.1016/j.jeconom.2018.10.008
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63
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15
h-index
21
i10-index
Rui Chen is an academic researcher from University of Macau. The author has contributed to research in topics: Animal Virus Infections Studies & Financial Markets and Investment Strategies & Viral gastroenteritis research and epidemiology. The author has an h-index of 15, co-authored 54 publications.
ORCID: 0000-0003-4846-3402https://doi.org/10.1016/j.jeconom.2018.10.008
https://doi.org/10.1016/j.jbc.2023.105536
https://doi.org/10.1016/j.ngib.2021.08.006
https://doi.org/10.1016/j.ijbiomac.2024.138615
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