Department of Economics and Business Economics

Leopoldo Catania

Quasi Maximum Likelihood Estimation of Value at Risk and Expected Shortfall

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalEconometrics and Statistics
ISSN2468-0389
DOIs
Publication statusAccepted/In press - 2021

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ID: 221849385