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Modeling tail index with autoregressive conditional Pareto model
Shen, Zhouyu; Chen, Yu; Shi, Ruxin - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 458-466
Persistent link: https://www.econbiz.de/10012804135
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Societal trust and corporate risk-taking : international evidence
Shen, Zhe; Sowah, Joseph Sowahfio; Li, Shan - In: Journal of international financial markets, … 76 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013412826
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Competition laws and corporate risk-taking around the world
Shen, Zhe; Sowah, Joseph Sowahfio; Dak-Adzaklo, Cephas … - In: Pacific-Basin finance journal 80 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014463283
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Powerful backtests for historical simulation expected shortfall models
Du, Zaichao; Pei, Pei; Wang, Xuhui; Yang, Tao - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 864-874
Persistent link: https://www.econbiz.de/10015053499