Risti Nur'aini

According to our database, Risti Nur'aini authored at least 2 papers between 2020 and 2023.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of five.

2023

The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data.

Khreshna Syuhada, Arief Hakim, Risti Nur'aini

Commun. Stat. Simul. Comput., July, 2023

2020

Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach.

Khreshna Syuhada, Risti Nur'aini, Mahfudhotin

J. Appl. Math., 2020