Conditional value-at-risk: Aspects of modeling and estimation

• 22 March 2001
• journal article
• research article
• Published by Springer Nature in Empirical Economics
• Vol. 26  (1) , 271-292
• https://doi.org/10.1007/s001810000062

Abstract

Keywords

• JEL CLASSIFICATION: C14
• D81
• G11
• G28