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swMATH31262CRANesregMaRDI QIDQ42974

Joint Quantile and Expected Shortfall Regression

Timo Dimitriadis, Sebastian Bayer

Last update: 13 May 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.6.1, 0.6.2

Source code repository: https://github.com/cran/esreg

Cites work

• A joint quantile and expected shortfall regression framework

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