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Juan‐Juan Cai

  1. Estimation of the marginal expected shortfall under asymptotic independence
    2017/09/13 by Juan‐Juan Cai, Cai, Juan-Juan, Eni Musta +1 · 1 citation
    Earth and Planetary Sciences · Economics, Econometrics and Finance · Environmental Science · #FOS: Mathematics #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Precipitation Measurement and Analysis #Statistics Theory (math.ST)