LOG IN
|
中文
Hot search:
finance
economics
Search +
Toggle navigation
Home
Journals
Articles
Authors
Submission Guide
Submission
Trace papers
Expert
Peer Review
Service
Trace papers
Editor Office
Subscribe
Help
News
Column
About
About Us
Contact us
Home
>
Same Author Name Articles
【With the same author name:【Du Zaichao】 Found 1 articles】
/Page Order by:
Asce
Desc
Select all:
Export Citations as:
BibText(BIB)
EndNote(ENW)
Reference Manager(RIS)
ProCite(RIS)
RefWorks(TXT)
Plain Text(TXT)
For
save to local folder
send to my email box
| F830.91;F830.99
Backtesting Expected Shortfall:Accounting for Tail Risk
Du Zaichao
,
Juan Carlos Escanciano
The Basel Committee on Banking Supervision(BIS)has recently sanctioned Expected Shortfall(ES)as the market risk measure to be used for banking regulatory purposes, replacing the well-known...
First published at: Dec 03, 2017
View:
HTML
|
PDF
|
Download PDF
(2070.6 KB) |
ESI
doi:
10.16538/j.cnki.jfe.2017.12.006
Journal of Finance and Economics
, Vol. 43, Issue 12
, pp. 74 - 99
Submission
Peer Review
Editorial
Search
Journal of Finance and Economics
Foreign Economics & Management
Journal of Shanghai University of Finance and Economics
Home
Submission
Peer Review
Editor Office