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Modified marginal expected shortfall under asymptotic dependence.pdf
139.01 KB
2024-9-18

Asymptotic behavior of expected shortfall forportfolio loss under bivariate depe.pdf
1.11 MB
2023-8-5

Asymptotic behavior of expected shortfall for portfolio loss.pdf
1.09 MB
2023-8-3

Quantifying market risk with Value-at-Risk or Expected Shortfall Consequences fo.pdf
2.54 MB
2021-8-22

Dynamic large financial networks via conditional expected shortfalls.pdf
5.47 MB
2021-8-9

Backtesting extreme value theory models of expected shortfall.pdf
841.49 KB
2019-5-3

Semi parametric expected shortfall forecasting in financial markets.pdf
2.8 MB
2017-4-28

which are the SIFIs A component expected shortfall approach to systemic system.pdf
1.71 MB
2016-4-2

Estimation of multiple period expected shortfall and median shortfall for risk m.pdf
773.67 KB
2014-4-3

Expected Shortfall and Beyond.pdf
预期尾部损失
239.84 KB
2013-6-7

归档.zip
本附件包括：
- calculating power of the J.pdf
- calculating true size for the J0.pdf
- GARCH standarderror.pdf
- implied volatility.pdf
- Kernel Regression Example density chi square.pdf
- Kernel Regression Example.pdf
- Manto Carlo simulation.pdf
- Nonlineariality.pdf
- Normal Inverse Gaussian distribution.pdf
- sign test.pdf
- SIMULATING LOSS distribution-VAR-Expected shortfall.pdf
- SIMULATING LOSS DISTRIBUTIONs INVESTIGATING THE QUALITY OF THE DELTA APPROXIMATION.pdf
- simulation of VAR and ES.pdf
527.11 KB
2012-5-20

SIMULATING LOSS distribution-VAR-Expected shortfall.pdf
44.27 KB
2012-5-20

On the significance of expected shortfall as a coherent risk measurecle.pdf
231.01 KB
2011-5-16

On the feasibility of portfolio optimization under expected shortfall.pdf
214.76 KB
2010-1-7

238523.rar
[求助]英文文献
本附件包括：
- Analysis of the expected shortfall of aggregate dependent risks.ps
196.83 KB
2008-8-20

211869.pdf
100求助好人下载英文文献：Option pricing and hedging with minimum local expected shortfall
279.85 KB
2008-5-11

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