Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities? Castillo-Brais, B., León, A. & J. Mora.Mathematics – 2022 18 de November de 2022Pub, PubFac, PubfacLeonA, PubFacMoraJ, PubFeatured, Pubfield, PubfieldFeatured, PubfieldFeaturedMath, PubfieldMath, Pubyear2022By coralio