Asymptotically efficient estimation of the conditional...

Computational Statistics & Data Analysis 2012 Vol. 56; Iss. 4

Asymptotically efficient estimation of the conditional expected shortfall

Samantha Leorato, Franco Peracchi, Andrei V. Tanase
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Volume:
56
Year:
2012
Language:
english
Pages:
17
DOI:
10.1016/j.csda.2011.02.020
File:
PDF, 957 KB
english, 2012
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