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Nonparametric estimation of expected shortfall for \(\alpha \)-mixing financial losses - MaRDI portal

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Nonparametric estimation of expected shortfall for \(\alpha \)-mixing financial losses

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Publication:6661260

DOI10.1007/S00180-023-01434-5MaRDI QIDQ6661260

Author name not available (Why is that?)

Publication date: 13 January 2025

Published in: (Search for Journal in Brave)




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