000 | 00562nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aJadhav, Deepak, Ramanathan, T.V. and Nimbalkar, U.V. Naik | ||
240 | _aJournal of Emerging Market Finance(Q) | ||
245 | _aModified estimators of the expected shortfall | ||
246 | _f2009 | ||
260 | _c2009 | ||
300 |
_bV. 8 _cIssue. 2 _a87-107 |
||
366 | _b2009 | ||
366 | _bMay - Aug | ||
650 | _aFinance | ||
653 | _aValue at risk;Expected shortfall;Historical method;Backtesting;Bootstrap; | ||
942 | _cJA | ||
999 |
_c43729 _d43729 |