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~isPartOf:"Journal of economic dynamics & control"
~person:"Bu, Di"
~subject:"State space model"
~subject:"Time series analysis"
~subject:"United States"
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Bu, Di
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Dynamic expected shortfall : a spectral decomposition of tail risk across time horizons
Bu, Di
;
Liao, Yin
;
Shi, Jing
;
Peng, Hongfeng
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012313627
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