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Statistical Learning of Value‐at‐Risk and Expected Shortfall

Fuente: Wiley Open Access

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Detalles Bibliográficos
Autores principales:	David Barrera, Stéphane Crépey, Emmanuel Gobet, Hoang Dong Nguyen, Bouazza Saadeddine
Formato:	Artículo Open Access
Publicado:	Wiley 2025
Materias:	Mathematical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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