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Keyword [Expectile]
Result: 1 - 8 | Page: 1 of 1
1.
Optimal Reinsurance Issue Under A New Risk Measure
2.
Change Structure Analysis Of The Stock Market Index Rate Of Returns
3.
Research On Financial Riskmeasurement Based On Quantile Autoregression
4.
Study On Variable Selection In Expectile Regression And Optimal Portfolio Selection
5.
A Research On Systemic Risk Of Chinese Financial System Based On State-dependent Sensitivity Expectile-based Value-at-risk(SDSEVaR)
6.
RMB Exchange Rate Risk Measurement Based On Expected Quantile Regression Model
7.
Expectile-based Downside-risk Measurement Between Industries
8.
Risk Measure Estimation For Long Memory Time Series Based On Expectiles
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