On the Role of the Estimation Error in Prediction of Expected Shortfall

No abstract is available for this paper.

• Publication year

  2013

• Venue

  Journal of Banking and Finance

• Publication date

  2013-03-01

• Fields of study

  Mathematics, Economics

• Identifiers
  DOI 10.1016/J.JBANKFIN.2012.10.013
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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