Versions - Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory :: Servicio de Descubrimiento de la UNA

Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory by Martins-Filho, Carlos, Yao, Feng, Torero, Máximo

Published 2018

Get full text

Journal Article
QR Code
Standalone Record