Bootstrapping the Expected Shortfall

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ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.org/journal/tel
E-mail: tel@scirp.org

"Bootstrapping the Expected Shortfall"
written by Shuxia Sun, Fuxia Cheng,
published by Theoretical Economics Letters, Vol.8 No.4, 2018

has been cited by the following article(s):

[1]	Contributions to Quantile and Superquantile Regression
	2022

[2]	Ensuring reliability of high-priority data transport using expected congestion shortfall prediction in wireless sensor networks
	Wireless Networks, 2021

[3]	Nonparametric Estimation and Backtesting of Financial Risk Measures.
	2020

[4]	Nonparametric Estimation and Backtesting of Financial Risk Measures
	2020

[5]	Bootstrapping Average Value at Risk of Single and Collective Risks
	Risks, 2018

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