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1611.07222
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Asymptotics for the expected shortfall
22 November 2016
Tobias Zwingmann
H. Holzmann
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ArXiv (abs)
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Papers citing
"Asymptotics for the expected shortfall"
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Title
A Joint Quantile and Expected Shortfall Regression Framework
Timo Dimitriadis
Sebastian Bayer
64
52
0
07 Apr 2017
1
