Estimation methods for expected shortfall
- 期刊名称Quantitative Finance
- 作者Nadarajah, Saralees; Zhang, Bo; Chan, Stephen
- 卷第14卷
- 期第2期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小407.31KB
- 发表时间2014-02
- DOI10.1080/14697688.2013.816767
- 页码271-291
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