Cai, Y. (2021). Estimating expected shortfall using a quantile function model. International Journal of Finance & Economics, 26(3), pp. 4332-4360. doi:10.1002/ijfe.2017
Chicago Style CitationCai, Yuzhi. "Estimating Expected Shortfall Using a Quantile Function Model." International Journal of Finance & Economics 26, no. 3 (2021): 4332-4360.
MLA CitationCai, Yuzhi. "Estimating Expected Shortfall Using a Quantile Function Model." International Journal of Finance & Economics 26.3 (2021): 4332-4360.
Warning: These citations may not always be 100% accurate.