Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities?
Castillo-Brais, B., León, A. & J. Mora.
Mathematics – 2022
Castillo-Brais, B., León, A. & J. Mora.
Mathematics – 2022
Instructor
email: pablo.lopezarguello@ua.es
Office: 0034P2016
Ext.: 2865
Instructor
email: a.manresa@ua.es
Office: 0034P2016
Ext.: 2865
Instructor
email: albero@ua.es
Office: 0034PB016
Ext.: 2865
Instructor
email: mercedes.mira@ua.es
Office: 0034P2016
Ext.: 2865
Bleichrodt, H & P. van Bruggen
Review of Economics and
Statistics – 2022
Bleichrodt, H.
Geneva Risk and Insurance Review – 2022
University of origin: Universidad de Murcia
Spain
Admission year: 2019
email: blasangel.marin@ua.es
Office: 0031PS041
Ext.: 2144