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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~person:"Scaillet, Olivier"
~subject:"Estimation"
~subject:"Nonparametric statistics"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Research paper series / Swiss Finance Institute
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Nonparametric estimation and sensitivity analysis of expected shortfall
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10001917791
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