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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

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

Published 2012

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Artículo preliminar
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