Hung-Yin Chen
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Person:2828620
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 |
|---|---|---|
| Non-parametric estimation of conditional tail expectation for long-horizon returns | 2021-04-27 | Paper |
| Non-parametric inference on risk measures for integrated returns Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| Value at risk for integrated returns and its applications to equity portfolios Statistica Sinica | 2016-10-26 | Paper |
Research outcomes over time
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