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~isPartOf:"Post-Print / HAL"
~person:"Taramasco, O."
~subject:"Value at Risk"
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Extreme
Value
at
Risk
and Expected Shortfall during Financial Crisis
Kourouma, L.
;
Dupre, D.
;
Sanfilippo, G.
;
Taramasco, O.
-
HAL
-
2011
This paper investigates
Value
at
Risk
and Expected Shortfall for CAC 40, S&P 500, Wheat and Crude Oil indexes during …
Persistent link: https://www.econbiz.de/10009399186
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