Dependent bootstrapping for value-at-risk and expected shortfall
Crossref DOI link: https://doi.org/10.1057/s41283-017-0023-y
Published Online: 2017-08-14
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Laker, Ian
Huang, Chun-Kai
Clark, Allan Ernest
License valid from 2017-08-14