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	Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons
	Bu D.; Liao Y.; Shi J.; Peng H.
刊名	Journal of Economic Dynamics and Control
	2019
卷号	108
关键词	Expected shortfall Financial institution Tail risk Time horizon Wavelet analysis
DOI	10.1016/j.jedc.2019.103753
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4549207
专题	山东大学
作者单位	1.School of Finance, Shandong University of Finance and Economics, China, Australia 2.School of Finance, Shandong University of Finance
推荐引用方式 GB/T 7714	Bu D.,Liao Y.,Shi J.,et al. Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons[J]. Journal of Economic Dynamics and Control,2019,108.
APA	Bu D.,Liao Y.,Shi J.,&Peng H..(2019).Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons.Journal of Economic Dynamics and Control,108.
MLA	Bu D.,et al."Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons".Journal of Economic Dynamics and Control 108(2019).

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