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Statistical Learning of Value-at-Risk and Expected Shortfall

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Barrera, D, Crépey, S, Gobet, E, Nguyen, Hoang-Dung, Saadeddine, B
Natura:	Preprint
Pubblicazione:	2022
Soggetti:	Computational Finance Machine Learning
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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