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~isPartOf:"Journal of risk"
~language:"eng"
~person:"Martin, R. Douglas"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
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Estimation theory
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Martin, R. Douglas
Ardia, David
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Nonparametric versus parametric expected shortfall
Martin, R. Douglas
;
Zhang, Shengyu
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012117478
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Inefficiency and bias of modified
value-at-risk
and expected shortfall
Martin, R. Douglas
;
Arora, Rohit
- In:
Journal of risk
19
(
2017
)
6
,
pp. 59-84
Persistent link: https://www.econbiz.de/10011799157
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