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 |
|---|---|---|
| The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data Communications in Statistics. Simulation and Computation | 2023-09-18 | Paper |
| Quantile-based estimative VaR forecast and dependence measure: a simulation approach Journal of Applied Mathematics | 2020-07-03 | Paper |
Research outcomes over time
This page was built for person: Risti Nur'aini
