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SSRN Electronic Journal 2014

Backtesting General Spectral Risk Measures with Application to Expected Shortfall

Costanzino, Nick, Curran, Mike
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2514403
File:
PDF, 256 KB
english, 2014
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