The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data
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Publication:6073568
DOI10.1080/03610918.2021.1928191OpenAlexW3164656581MaRDI QIDQ6073568
Risti Nur'aini, Unnamed Author, Khreshna Syuhada
Publication date: 18 September 2023
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2021.1928191
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