Semiparametric estimation of dynamic conditional expected shortfall models
Juan Carlos Escanciano; Silvia Mayoral
| Year of publication: |
2008
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| Authors: | Escanciano, Juan Carlos ; Mayoral, Silvia |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 24760109. - Vol. 1.2008, 2, p. 106-120
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009925157