SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL
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Publication:6078284
DOI10.1017/s0266466622000275OpenAlexW4289517544MaRDI QIDQ6078284
Shuo Li, Liuhua Peng, Xiaojun Song
Publication date: 24 October 2023
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466622000275
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