A residual bootstrap for conditional value-at-risk
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Publication:6193032
DOI10.1016/j.jeconom.2023.105554arXiv1808.09125OpenAlexW3122430136MaRDI QIDQ6193032
Alexander Heinemann, Stephan Smeekes, Eric Beutner
Publication date: 13 February 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.09125
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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