Patton, Andrew J.
Ziegel, Johanna F.
Chen, Rui
This article is maintained by: Elsevier
Article Title: Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Journal Title: Journal of Econometrics
CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jeconom.2018.10.008
Content Type: article
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