Expected Shortfall in the Presence of Asymmetry and Long Memory: An Application to Vietnamese Stock Markets

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

Details

Original languageEnglish
JournalPacific Accounting Review
Publication statusPublished - 2017
Peer-reviewedYes

External IDs

ORCID /0000-0003-4359-987X/work/154742259

Keywords

Keywords

  • Expected Shortfall