Econometric modeling of risk measures: a selective review of the recent literature (Q2314141)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Econometric modeling of risk measures: a selective review of the recent literature |
scientific article |
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Econometric modeling of risk measures: a selective review of the recent literature (English)
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19 July 2019
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expectile
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expected shortfall
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network risk
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nonparametric estimation
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tail dependence
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value at risk
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