Asymptotic behavior of the empirical conditional value-at-risk
Year of publication: |
2011
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Authors: | Gao, Fuqing ; Wang, Shaochen |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 49.2011, 3, p. 345-353
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