Unified Estimation of Conditional Distortion Risk Measures and Expectiles in APARCH‐X Models.
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| Title: | Unified Estimation of Conditional Distortion Risk Measures and Expectiles in APARCH‐X Models. |
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| Authors: | Ma, Yaolan1, He, Jinjin1, Wei, Bo1, weibo_bmd@nmu.edu.cn |
| Source: | Australian & New Zealand Journal of Statistics; Jun2026, Vol. 68 Issue 2, p1-35, 35p |
| Database: | Applied Science & Technology Source |
| ISSN: | 13691473 |
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| DOI: | 10.1111/anzs.70051 |
