Ciencias Económicas y Empresariales
Fakultatea
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National Tsing Hua University
Hsinchu, TaiwánNational Tsing Hua University-ko ikertzaileekin lankidetzan egindako argitalpenak (3)
2017
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Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON ECONOMICS, FINANCE AND STATISTICS (ICEFS 2017)
2016
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Market integration dynamics and asymptotic price convergence in distribution
Economic Modelling, Vol. 52, pp. 913-925
2013
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Risk modelling and management: An overview
Mathematics and Computers in Simulation, Vol. 94, pp. 159-163