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Backtesting Expected Shortfall:Accounting for Tail Risk
Du Zaichao, Juan Carlos Escanciano
First published at: Dec 03, 2017
View: HTML | PDF | Download PDF(2070.6 KB) | ESI
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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