Items for Meng, Xiaochun

Up a level
Export as [feed] RSS
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.

Article

Meng, Xiaochun and Taylor, James W (2019) Estimating value-at-risk and expected shortfall using the intraday low and range data. European Journal of Operational Research. ISSN 0377-2217

Meng, Xiaochun and Taylor, James W (2018) An approximate long-memory range-based approach for value at risk estimation. International Journal of Forecasting, 34 (3). pp. 377-388. ISSN 0169-2070

This list was generated on Sun Aug 25 07:01:58 2019 BST.