Open AccessBootstrapping the Expected Shortfall
Author(s) -
Shuxia Sun,
Fuxia Cheng
Publication year - 2018
Publication title -
theoretical economics letters
Language(s) - English
Resource type - Journals
eISSN - 2162-2078
pISSN - 2162-2086
DOI - 10.4236/tel.2018.84046
Subject(s) - expected shortfall , quantile , estimator , econometrics , bootstrapping (finance) , economics , measure (data warehouse) , value at risk , mathematics , risk management , statistics , computer science , finance , database