A Fast, Accurate Method for Value-at-Risk and Expected...

A Fast, Accurate Method for Value-at-Risk and Expected Shortfall

Krause, Jochen, Paolella, Marc
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Volume:
2
Language:
english
Journal:
Econometrics
DOI:
10.3390/econometrics2020098
Date:
June, 2014
File:
PDF, 415 KB
english, 2014
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