An R Package for Value at Risk and Expected Shortfall (Q129979)

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An R Package for Value at Risk and Expected Shortfall
scientific article

    Statements

    volume
    45
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    issue
    9
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    page(s)
    3416-3434
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    publication date
    2 August 2016
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    author
    Stephen Chan
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    Saralees Nadarajah
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    Emmanuel Afuecheta
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