风险价值和预期短缺预测财务回报规模动态的量化模型
Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortf...
作者
Authors:
Xiaochun Liu|Richard Luger
期刊
Journal:
International Journal of Forecasting
年份
Year:
2026
分类
Category:
社会统计
Social Statistics