Jun Duan
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Tail variance and confidence of using tail conditional expectation: analytical representation, capital adequacy, and asymptotics Advances in Applied Probability | 2025-03-21 | Paper |
| A research based on POT-CAViaR model of extreme risk measure Applied Mathematics and Nonlinear Sciences | 2023-03-17 | Paper |
| Measurement of risk based on QR-GARCH-EVT model Applied Mathematics and Nonlinear Sciences | 2023-03-17 | Paper |
| Study on some problems of solutions for a classical Boussinesq system | 2021-12-17 | Paper |
| A study on the risk spillover effect based on copula-GH-CoVaR model | 2020-01-22 | Paper |
Research outcomes over time
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