Estimating and Forecasting Conditional Risk Measures with...

Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review

Bee, Marco, Trapin, Luca
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Volume:
6
Language:
english
Journal:
Risks
DOI:
10.3390/risks6020045
Date:
April, 2018
File:
PDF, 390 KB
english, 2018
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