Estimation methods for expected shortfall (Q2879025)
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scientific article; zbMATH DE number 6340767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation methods for expected shortfall |
scientific article; zbMATH DE number 6340767 |
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Estimation methods for expected shortfall (English)
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5 September 2014
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expected shortfall
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nonparametric methods
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parametric methods
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semiparametric methods
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review article
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