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Frédéric Ferraty · Study
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Frédéric Ferraty
1 works
· latest 2013
· 1 institutions
cluster: provisional
ORCID 0000-0002-5537-2667
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Conditional VAR and Expected Shortfall: A New Functional Approach
2013 · 31 citations
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Conditional VAR and Expected Shortfall: A New Functional Approach
Econometric Reviews
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2013
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2 authors
·
Open access
31
citations