Estimation methods for expected shortfall (Q2879025)

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Estimation methods for expected shortfall
scientific article

    Statements

    title
    Estimation methods for expected shortfall (English)
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    author
    Bo Zhang
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    Stephen Chan
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    publication date
    5 September 2014
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    zbMATH Keywords
    expected shortfall
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    nonparametric methods
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    parametric methods
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    semiparametric methods
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    review article
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91-02
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    62P05
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    91B30
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    zbMATH DE Number
    6340767
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