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Yifan Chien · Study

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Yifan Chien

2 works· latest 2006· 1 institutionscluster: provisional

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i102

Citations100

Works here2

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Most cited in this library

Empirical study of value‐at‐risk and expected shortfall models with heavy tails2006 · 71 citations
Empirical Study of Value-at-Risk and Expected Shortfall Models With Heavy Tails2005 · 29 citations

Works

2 shown

Empirical study of value‐at‐risk and expected shortfall models with heavy tails

The Journal of Risk Finance·2006·3 authors

71citations

Empirical Study of Value-at-Risk and Expected Shortfall Models With Heavy Tails

SSRN Electronic Journal·2005·3 authors·preprint·Open access

29citations