Estimation methods for expected shortfall (Q2879025)
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scientific article; zbMATH DE number 6340767
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| English | Estimation methods for expected shortfall |
scientific article; zbMATH DE number 6340767 |
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Estimation methods for expected shortfall (English)
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5 September 2014
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expected shortfall
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nonparametric methods
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parametric methods
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semiparametric methods
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review article
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0.8325807452201843
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0.8291700482368469
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0.8226718306541443
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0.8149685263633728
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