NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY Journal Article
Overview
publication date
- February 1, 2018
has restriction
- green
Date in CU Experts
- January 10, 2017 12:59 PM
Full Author List
- Martins-Filho C; Yao F; Torero M
author count
- 3
citation count
- 28
published in
- Econometric Theory Journal
Other Profiles
International Standard Serial Number (ISSN)
- 0266-4666
Electronic International Standard Serial Number (EISSN)
- 1469-4360
Digital Object Identifier (DOI)
Additional Document Info
start page
- 23
end page
- 67
volume
- 34
issue
- 1