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Q5276825 - MaRDI portal

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scientific article; zbMATH DE number 6746502
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English
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scientific article; zbMATH DE number 6746502

    Statements

    author
    Junjian Zhang
    0 references
    Tingyu Lai
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    Xiaowei Yang
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    publication date
    14 July 2017
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    zbMATH Keywords
    value at risk
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    expected shortfall
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    Bayesian empirical likelihood
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62C12
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    91G70
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    zbMATH DE Number
    6746502
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