Login / Signup
Risti Nur'aini
Publication Activity (10 Years)
Years Active: 2020-2023
Publications (10 Years): 2
Top Topics
Historical Data
Pointwise Mutual Information
Early Warning
Regularized Kernel
Top Venues
J. Appl. Math.
Commun. Stat. Simul. Comput.
</>
Publications
</>
Khreshna Syuhada
,
Arief Hakim
,
Risti Nur'aini
The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data.
Commun. Stat. Simul. Comput.
52 (7) (2023)
Khreshna Syuhada
,
Risti Nur'aini
,
Mahfudhotin
Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach.
J. Appl. Math.
2020 (2020)