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Current Distribution in Barretters and Its Application to Microwave Power Measurements

✍ Scribed by Adams, J.W., Jr.; Jarvis, S.


Book ID
117926464
Publisher
IEEE
Year
1969
Tongue
English
Weight
679 KB
Volume
17
Category
Article
ISSN
0018-9480

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## Abstract Theoretical literature in finance has shown that the risk of financial time series can be well quantified by their expected shortfall, also known as the tail value‐at‐risk. In this paper, I construct a parametric estimator for the expected shortfall based on a flexible family of densiti