Sun, L., & Li, D. (2021). Change-point detection for expected shortfall in time series. KeAi Communications Co., Ltd.
Cita Chicago Style (17a ed.)Sun, Lingyu, y Dong Li. Change-point Detection for Expected Shortfall in Time Series. KeAi Communications Co., Ltd, 2021.
Cita MLA (8a ed.)Sun, Lingyu, y Dong Li. Change-point Detection for Expected Shortfall in Time Series. KeAi Communications Co., Ltd, 2021.
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