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1 Ergebnisse
1
Backtesting expected shortfall
, In:
Management science
accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
. (2017) 4 - p. 940-958
Exemplar:
Zentrale
;
RT Journal Article T1 <Title>Backtesting expected shortfall</Title> : <SubTitle>accounting for tail risk</SubTitle> UL https://suche.suub.uni-bremen.de/peid=B89344356&Exemplar=1&LAN=DE A1 Du, Zaichao A1 Escanciano, Juan Carlos YR 2017 JF Management science VO 63 IS 4 SP 940 OP 958 LK http://katalog.suub.uni-bremen.de/DB=1/LNG=DU/CMD?ACT=SRCHA&IKT=8000&TRM=12602966* CN E02: z bwl 001 jc/975 CN Magazin Zs: fb 9975 CN ZS-Lesesaal: bwl 002 CN Magazin Zs: fb 9975 SF ELIB - SuUB Bremen
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