SAMPLE SIZE, SKEWNESS AND LEVERAGE EFFECTS IN VALUE AT RISK AND EXPECTED SHORTFALL ESTIMATION

SAMPLE SIZE, SKEWNESS AND LEVERAGE EFFECTS IN VALUE AT RISK AND EXPECTED SHORTFALL ESTIMATION

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10/07/2023

Autor: Laura García Jorcano

Fecha: 2019

Link: Sample Size, Skewness and Leverage Effects in Value at Risk and Expected Shortfall Estimation | Editorial Universidad de Cantabria (unican.es)