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【With the same author name:【JuanCarlos Escanciano】 Found 1 articles】     /Page   Order by:   Asce   Desc   
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Backtesting Expected Shortfall:Accounting for Tail Risk
Du Zaichao, Juan Carlos Escanciano
First published at: Dec 03, 2017
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doi:10.16538/j.cnki.jfe.2017.12.006
Journal of Finance and Economics, Vol. 43, Issue 12, pp. 74 - 99
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