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Econometric Reviews 2013 / 06

Conditional VAR and Expected Shortfall: A New Functional Approach

Ferraty, Frédéric, Quintela-Del-Río, Alejandro
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Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474938.2013.807107
Date:
June, 2013
File:
PDF, 950 KB
english, 2013
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