Conditional Value-at-Risk: Semiparametric estimation and inference
| Autor: | Wang, Chuan-Sheng, Zhao, Zhibiao |
|---|---|
| Zdroj: | In Journal of Econometrics November 2016 195(1):86-103 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Wang, Chuan-Sheng, Zhao, Zhibiao |
|---|---|
| Zdroj: | In Journal of Econometrics November 2016 195(1):86-103 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect