Estimation of and inference about the expected shortfall for time series with infinite variance
Year of publication: |
2012
|
---|---|
Authors: | Linton, Oliver ; Xiao, Zhijie |
Publisher: |
London : CEA, Cass Business School |
Subject: | Zeitreihenanalyse | Time series analysis | Varianzanalyse | Analysis of variance | Induktive Statistik | Statistical inference | Theorie | Theory |
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