Nonparametric estimation of conditional VaR and expected shortfall (Q299264)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonparametric estimation of conditional VaR and expected shortfall |
scientific article |
Statements
Nonparametric estimation of conditional VaR and expected shortfall (English)
0 references
22 June 2016
0 references