Dynamic semiparametric models for expected shortfall (and value-at-risk) Andrew J. Patton, Johanna F. Ziegel, Rui Chen
Workshop on Forecasting | 08.09.2017 - 09.09.2017 | Frankfurt am Main
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2 MB, PDF
Workshop on Forecasting | 08.09.2017 - 09.09.2017 | Frankfurt am Main
2 MB, PDF