Fu, S. (2026). A dynamic factor semiparametric model for VaR and expected shortfall driven by realized measures.
Chicago Style (17th ed.) CitationFu, Sicheng. A Dynamic Factor Semiparametric Model for VaR and Expected Shortfall Driven by Realized Measures. 2026.
MLA (9th ed.) CitationFu, Sicheng. A Dynamic Factor Semiparametric Model for VaR and Expected Shortfall Driven by Realized Measures. 2026.
Warning: These citations may not always be 100% accurate.