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"Tail Risk Dynamics under Price-Limited Constraint: A Censored ..."

Tao Xu, Lei Shu, Yu Chen (2024)

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DOI: 10.3390/E26070555

access: open

type: Journal Article

metadata version: 2024-08-16

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  dblp key:
  - journals/entropy/XuSC24
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  - https://dblp.org/rec/journals/entropy/XuSC24
Tao Xu, Lei Shu, Yu Chen:
Tail Risk Dynamics under Price-Limited Constraint: A Censored Autoregressive Conditional Fréchet Model. Entropy 26(7): 555 (2024)

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