Person:6158401
From MaRDI portal
Available identifiers
zbMath Open wang.chao.22MaRDI QIDQ6158401
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 |
|---|---|---|
| A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures | 2023-06-20 | Paper |
Research outcomes over time
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