tlooto
Sign up
Financial Risk and Volatility ModelingStochastic processes and financial applicationsCredit Risk and Financial Regulations

Asymptotically unbiased extreme Expected Shortfall and tail risk forecasting in international financial markets

B. Tong, Rui Li, Yuanrong Xu

2026.9.1Journal of International Financial Markets Institutions & Money

DOI: 10.1016/j.intfin.2026.102352

Abstract

Abstract is not available.

Citation format

TONG, B.; LI, Rui; XU, Yuanrong. Asymptotically unbiased extreme expected shortfall and tail risk forecasting in international financial markets. Journal of International Financial Markets Institutions & Money, 2026, 111: 102352.