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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Escanciano, Juan Carlos"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"value at risk"
~type_genre:"Article in journal"
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Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
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