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Asymptotically efficient estimation of the conditional expected shortfall

✍ Scribed by Samantha Leorato; Franco Peracchi; Andrei V. Tanase

Book ID: 113557648
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 957 KB
Volume: 56
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2011.02.020

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