Nonparametric estimation of conditional expected shortfall

Scaillet, Olivier

Scientific article

Open access

English

Nonparametric estimation of conditional expected shortfall

ContributorsScaillet, Olivier

Published inInsurance and risk management journal, vol. 74, no. 1, p. 639-660

Publication date2005

Affiliation

Faculté d'économie et de management / Geneva Finance Research Institute

Citation (ISO format)

SCAILLET, Olivier. Nonparametric estimation of conditional expected shortfall. In: Insurance and risk management journal, 2005, vol. 74, n° 1, p. 639–660.

Article (Accepted version)

Identifiers

PID : unige:41796

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Nonparametric estimation of conditional expected shortfall

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