Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
| Autores principales: | , , |
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| Formato: | Artículo preliminar |
| Lenguaje: | Inglés |
| Publicado: |
2012
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| Materias: | |
| Acceso en línea: | https://hdl.handle.net/10568/153197 |
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