A Simple and Robust Expected Shortfall Estimation Approach and A Comprehensive Comparison of Volatility Models.
| Title: | A Simple and Robust Expected Shortfall Estimation Approach and A Comprehensive Comparison of Volatility Models. |
| Author: | Zhao, Yang |
| Advisors: | Tao Pang, Chair Zhilin Li, Member Negash Medhin, Member Sujit Ghosh, Minor |
| Date: | 2018-03-26 |
| Degree: | Doctor of Philosophy |
| Discipline: | Operations Research |
| URI: | http://www.lib.ncsu.edu/resolver/1840.20/35073 |
Files in this item
| Files | Size | Format | View |
|---|---|---|---|
| etd.pdf | 1.888Mb |
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