Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall (Q4464016)
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scientific article; zbMATH DE number 2067111
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| English | Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall |
scientific article; zbMATH DE number 2067111 |
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Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall (English)
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27 May 2004
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0.8738633394241333
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0.8593286275863647
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0.8549395203590393
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0.8200495839118958
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0.8163250684738159
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