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scientific article
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scientific article

    Statements

    author
    Jing Liu
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    Shan-chao Yang
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    publication date
    8 July 2010
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    zbMATH Keywords
    value at risk
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    expected shortfall
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    nonparametric estimation
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    asymptotic normality
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    \(\alpha\)-mixing
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91B30
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    62M10
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    62G05
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    zbMATH DE Number
    5733263
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