Sun, L., & Li, D. (2021). Change-point detection for expected shortfall in time series. KeAi Communications Co., Ltd.
Chicago Style (17th ed.) CitationSun, Lingyu, and Dong Li. Change-point Detection for Expected Shortfall in Time Series. KeAi Communications Co., Ltd, 2021.
MLA (8th ed.) CitationSun, Lingyu, and Dong Li. Change-point Detection for Expected Shortfall in Time Series. KeAi Communications Co., Ltd, 2021.
Warning: These citations may not always be 100% accurate.