ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE
Year of publication: |
2013
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Authors: | Linton, Oliver ; Xiao, Zhijie |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 29.2013, 4 (16.1.), p. 771-807
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