Conditional VAR and Expected Shortfall: A New Functional Approach
- Ferraty, F.
- Quintela-Del-Río, A.
ISSN: 1532-4168, 0747-4938
Year of publication: 2016
Volume: 35
Issue: 2
Pages: 263-292
Type: Article
ISSN: 1532-4168, 0747-4938
Year of publication: 2016
Volume: 35
Issue: 2
Pages: 263-292
Type: Article