Pages that link to "Item:Q5864357"
From MaRDI portal
The following pages link to Conditional VAR and Expected Shortfall: A New Functional Approach (Q5864357):
Displaying 3 items.
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378) (← links)