Fedya Telmoudi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On conditional risk estimation considering model risk
Journal of Applied Statistics
2020-12-03Paper
Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified
Journal of Time Series Analysis
2016-01-25Paper


Research outcomes over time


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