Khreshna Syuhada

Available identifiers

zbMath Open syuhada.khreshna-i-aMaRDI QIDQ778631

List of research outcomes

Publication	Date of Publication	Type
Compound Poisson-Lindley process with sarmanov dependence structure and its application for premium-based spectral risk forecasting	2024-04-18	Paper
The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data	2023-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q5033161	2022-02-22	Paper
Quantile-based estimative VaR forecast and dependence measure: a simulation approach	2020-07-03	Paper
The improved value-at-risk for heteroscedastic processes and their coverage probability	2020-05-27	Paper
https://portal.mardi4nfdi.de/entity/Q3454059	2015-12-02	Paper
https://portal.mardi4nfdi.de/entity/Q2866610	2013-12-13	Paper
The asymptotic efficiency of improved prediction intervals	2010-08-26	Paper
Improved Prediction Limits For AR(p) and ARCH(p) Processes	2009-02-28	Paper
The Relative Efficiency of Prediction Intervals	2008-01-23	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Khreshna Syuhada