NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY Journal Article uri icon

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

Other Profiles

International Standard Serial Number (ISSN)

  • 0266-4666

Electronic International Standard Serial Number (EISSN)

  • 1469-4360

Additional Document Info

start page

  • 23

end page

  • 67

volume

  • 34

issue

  • 1