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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Finance research letters"
~person:"He, Yi"
~subject:"Risk measure"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Finance research letters
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Risk analysis via generalized pareto distributions
He, Yi
;
Peng, Liang
;
Zhang, Dabao
;
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
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