Robust Forecasting And Backtesting Of Value At Risk Var And Expected Shortfall Es Risk Measures

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Robust Forecasting and Backtesting of Value at Risk (VaR) and Expected Shortfall (ES) Risk Measures

Robust Forecasting and Backtesting of Value at Risk (VaR) and Expected Shortfall (ES) Risk Measures
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Book Synopsis Robust Forecasting and Backtesting of Value at Risk (VaR) and Expected Shortfall (ES) Risk Measures by : Christos Argyropoulos

Download or read book Robust Forecasting and Backtesting of Value at Risk (VaR) and Expected Shortfall (ES) Risk Measures written by Christos Argyropoulos and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


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