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Asymptotics for the expected shortfall
v1v2 (latest)

Asymptotics for the expected shortfall

22 November 2016
Tobias Zwingmann
H. Holzmann
ArXiv (abs)PDFHTML

Papers citing "Asymptotics for the expected shortfall"

1 / 1 papers shown
Title
Making and Evaluating Point Forecasts
Making and Evaluating Point Forecasts
T. Gneiting
119
1,055
0
04 Dec 2009
1