Brunel University Research Archive(BURA) preserves and enables easy and open access to all
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to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject value at risk
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 4-Aug-2020 | Single-index expectile models for estimating conditional value at risk and expected shortfall | Jiang, R; Hu, X; Yu, K |