JSM2025
Back to all people

Peiyao Cai

University of Michigan, Ann Arbor
2 appearances in the program

Sessions & presentations

Advances in Time Series and Financial Econometrics
Presentation: Estimation and Inference for the Joint Autoregressive Quantile-Expected Shortfall Models
Contributed Papers · Tue, Aug 5 , 8:30 AM
First Author
Advances in Time Series and Financial Econometrics
Presentation: Estimation and Inference for the Joint Autoregressive Quantile-Expected Shortfall Models
Contributed Papers · Tue, Aug 5 , 8:30 AM
Presenting Author
↑