Scientific article
Nonparametric estimation of conditional expected shortfall
ContributorsScaillet, Olivier
Published inInsurance and risk management journal, vol. 74, no. 1, p. 639-660
Publication date2005
Affiliation entities
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.
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:41796
