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"Modeling Expected Shortfall Using Tail Entropy."

Daniel Traian Pele, Emese Lazar, Miruna Mazurencu-Marinescu-Pele (2019)

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DOI: 10.3390/E21121204

access: open

type: Journal Article

metadata version: 2020-03-27

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  dblp key:
  - journals/entropy/PeleLM19
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  - https://dblp.org/rec/journals/entropy/PeleLM19
Daniel Traian Pele, Emese Lazar, Miruna Mazurencu-Marinescu-Pele:
Modeling Expected Shortfall Using Tail Entropy. Entropy 21(12): 1204 (2019)

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