"Asymptotically efficient estimation of the conditional expected shortfall."

Samantha Leorato, Franco Peracchi, Andrei V. Tanase (2012)

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DOI: 10.1016/J.CSDA.2011.02.020

access: closed

type: Journal Article

metadata version: 2020-10-26

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Samantha Leorato, Franco Peracchi, Andrei V. Tanase:
Asymptotically efficient estimation of the conditional expected shortfall. Comput. Stat. Data Anal. 56(4): 768-784 (2012)

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