Contour Map of Estimation Error for Expected Shortfall (2015)

First Author: Kondor I

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.2567876

Publication URI: http://dx.doi.org/10.2139/ssrn.2567876

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal