Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons (Q2338545)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons |
scientific article |
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Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons (English)
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21 November 2019
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financial institution
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tail risk
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expected shortfall
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wavelet analysis
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time horizon
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