On estimating the conditional expected shortfall (Q3552644): Difference between revisions
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Latest revision as of 18:00, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimating the conditional expected shortfall |
scientific article |
Statements
On estimating the conditional expected shortfall (English)
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22 April 2010
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risk measures
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quantile regression
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logistic regression
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value at risk
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