Testing expected shortfall: an application to emerging market stock indices
Crossref DOI link: https://doi.org/10.1057/s41283-018-0046-z
Published Online: 2018-09-10
Published Print: 2019-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cardona, Emilio
Mora-Valencia, Andrés
Velásquez-Gaviria, Daniel
Text and Data Mining valid from 2018-09-10
Article History
First Online: 10 September 2018