The exchange rate risk of Chinese yuan: Using VaR and ES based on extreme value theory (Q5123515): Difference between revisions

@@ Property / author @@
-Wei-Tao Wu
@@ Property / author: Wei-Tao Wu / rank @@
-Normal rank
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+Wei-Tao Wu
@@ Property / author: Wei-Tao Wu / rank @@
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+RiskMetrics
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+https://doi.org/10.1080/02664760902846114
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+W2033045806
@@ Property / OpenAlex ID: W2033045806 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
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@@ Property / cites work @@
+Statistical inference using extreme order statistics
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@@ Property / cites work @@
+COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering)
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+Publication:5123515