Statistical Learning of Value-at-Risk and Expected Shortfall

Fuente: arXiv

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Bibliographic Details
Main Authors:	Barrera, D, Crépey, S, Gobet, E, Nguyen, Hoang-Dung, Saadeddine, B
Format:	Preprint
Published:	2022
Subjects:	Computational Finance Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2209.06476