SIMULTANEOUS CONFIDENCE BANDS FOR CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL
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Cites work
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Cited in
(5)- When prices spike: identifying excessive volatility in fertilizer markets
- The estimation risk in extreme systemic risk forecasts
- Extreme conditional tail risk inference in ARMA-GARCH models
- Estimation and Inference for Extreme Continuous Treatment Effects
- Unified estimation of conditional distortion risk measures and expectiles in APARCH-X models
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