Modeling and forecasting expected shortfall with the...

Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions

Dongming Zhu, John W. Galbraith
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Volume:
18
Year:
2011
Language:
english
DOI:
10.1016/j.jempfin.2011.05.006
File:
PDF, 443 KB
english, 2011
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