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Mayoral, Silvia
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Semiparametric estimation of dynamic conditional expected shortfall models
Escanciano, Juan Carlos
;
Mayoral, Silvia
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 106-120
Persistent link: https://www.econbiz.de/10003822450
Saved in:
2
Semiparametric estimation of dynamic conditional expected shortfall models
Escanciano, Juan Carlos
;
Mayoral, Silvia
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 106-120
Persistent link: https://www.econbiz.de/10009925157
Saved in:
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