Asymptotic Analysis of Multivariate Tail Conditional Expectations

By L. Zhu, Haijun Li. 2012

52 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/98ded9aa7b18ca3b91386abb2ff7d152a20c5f9c