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Start Over Committee Member Runze Li Committee Member Fuqing Zhang Keyword Conditional expected shortfall Keyword Conditional Value-at-Risk Keyword Semiparametric methods

1. SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL

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Open Access
Author:
Wang, Chuan-Sheng
Title:
SEMIPARAMETRIC ESTIMATION AND INFERENCE FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL
Graduate Program:
Statistics
Keywords:
Bootstrap
Conditional expected shortfall
Conditional Value-at-Risk
Nonlinear time series
Quantile regression
Semiparametric methods
File:
Download Chuan-Sheng_s_Dissertation_-_Final.pdf
Committee Members:
Zhibiao Zhao, Dissertation Advisor/Co-Advisor
Zhibiao Zhao, Committee Chair/Co-Chair
Runze Li, Committee Member
Lingzhou Xue, Committee Member
Fuqing Zhang, Outside Member

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