Fu, S. (2026). A dynamic factor semiparametric model for VaR and expected shortfall driven by realized measures.
Style de citation Chicago (17e éd.)Fu, Sicheng. A Dynamic Factor Semiparametric Model for VaR and Expected Shortfall Driven by Realized Measures. 2026.
Style de citation MLA (9e éd.)Fu, Sicheng. A Dynamic Factor Semiparametric Model for VaR and Expected Shortfall Driven by Realized Measures. 2026.
Attention : ces citations peuvent ne pas être correctes à 100%.