Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall
| Year of publication: |
2013-10-14
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| Authors: | Cai, Zongwu ; Wang, Xian |
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| Type of publication: | Book / Working Paper |
| Notes: | published Number 2013-10-14 |
| Source: |
Persistent link: https://www.econbiz.de/10010892143