Loading…

Estimation risk for value-at-risk and expected shortfall

Saved in:
Bibliographic Details
Published in:The journal of risk 2018-02
Main Authors: Kabaila, Paul, Mainzer, Rheanna
Format: Article
Language:English
Citations: Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:
ISSN:1465-1211
DOI:10.21314/JOR.2018.376