Scientific article
Nonparametric estimation of conditional expected shortfall
Contributors
Scaillet, Olivier
Published in
Insurance and risk management journal, vol. 74, no. 1, p. 639-660Publication date
2005UNIGE 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. doi: 10.7202/1106844ar
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:41796
- DOI : 10.7202/1106844ar
