Zhang, S., He, X., Tan, K. M., & Zhou, W. (2023). High-Dimensional Expected Shortfall Regression.
Chicago Style (17th ed.) CitationZhang, Shushu, Xuming He, Kean Ming Tan, and Wen-Xin Zhou. High-Dimensional Expected Shortfall Regression. 2023.
MLA (9th ed.) CitationZhang, Shushu, et al. High-Dimensional Expected Shortfall Regression. 2023.
Warning: These citations may not always be 100% accurate.