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Statistical Learning of Value‐at‐Risk and Expected Shortfall
Statistical Learning of Value‐at‐Risk and Expected Shortfall
Fuente:
Wiley Open Access
Saved in:
Bibliographic Details
Main Authors:
David Barrera
,
Stéphane Crépey
,
Emmanuel Gobet
,
Hoang Dong Nguyen
,
Bouazza Saadeddine
Format:
Artículo Open Access
Published:
Wiley
2025
Subjects:
Mathematical Finance
Online Access:
Acceder al recurso
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