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Estimation risk for value-at-risk and expected shortfall
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Published in: | The journal of risk 2018-02 |
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Main Authors: | , |
Format: | Article |
Language: | English |
Citations: | Items that cite this one |
Online Access: | Get full text |
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ISSN: | 1465-1211 |
DOI: | 10.21314/JOR.2018.376 |