Contour Map of Estimation Error for Expected Shortfall

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Contour Map of Estimation Error for Expected Shortfall

Kondor, Imre, Caccioli, Fabio, Papp, Gabor, Marsili, Matteo
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Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2567876
File:
PDF, 342 KB
english, 2015
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