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~isPartOf:"Quantitative finance"
~isPartOf:"Tinbergen Institute Discussion Paper"
~person:"Pan, Zhiyuan"
~subject:"Messung"
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Macroeconomic uncertainty and expected shortfall (and value at risk) : a new dynamic semiparametric model
Pan, Zhiyuan
;
Wang, Yudong
;
Liu, Li
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1791-1805
Persistent link: https://www.econbiz.de/10012696775
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