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~person:"Du, Zaichao"
~person:"Lobato, Ignacio N."
~subject:"Bank risk"
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Bank risk
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Du, Zaichao
Lobato, Ignacio N.
Escanciano, Juan Carlos
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
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