ProfessorDavidHand

Faculty of Natural Sciences, Department of Mathematics

Senior Research Investigator

Contact

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

Assistant

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

Location

547Huxley BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Yu,
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 = {https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000293427300003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb},
volume = {12},
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Yu,K
AU  - Ally,AK
AU  - Yang,S
AU  - Hand,DJ
EP  - 32
SN  - 1465-1211
SP  - 15
TI  - Kernel quantile-based estimation of expected shortfall
T2  - JOURNAL OF RISK
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000293427300003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 12
ER  -

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