Skip to main navigation Skip to search Skip to main content

Estimation methods for expected shortfall

    Research output: Contribution to journal › Article › peer-review

    Original languageEnglish
    Pages (from-to)271-291
    Number of pages21
    JournalQuantitative Finance
    Volume14
    Early online date30 Jul 2013
    DOIs
    Publication statusPublished - 2014

    Cite this