Imperial College London

ProfessorDavidHand

Faculty of Natural SciencesDepartment of Mathematics

Senior Research Investigator
 
 
 
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Contact

 

+44 (0)20 7594 2843d.j.hand CV

 
 
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Assistant

 

Mrs Agnieszka Damasiewicz Niccolai +44 (0)20 7594 2843

 
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Location

 

547Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Yu:2010,
author = {Yu, K and Ally, AK and Yang, S and Hand, DJ},
journal = {JOURNAL OF RISK},
pages = {15--32},
title = {Kernel quantile-based estimation of expected shortfall},
url = {http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000293427300003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202},
volume = {12},
year = {2010}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Yu,K
AU - Ally,AK
AU - Yang,S
AU - Hand,DJ
EP - 32
PY - 2010///
SN - 1465-1211
SP - 15
TI - Kernel quantile-based estimation of expected shortfall
T2 - JOURNAL OF RISK
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000293427300003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
VL - 12
ER -