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Probability and Statistics for Finance
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Probability and Statistics for Finance (2010)Probability and Statistics for FinanceValue at risk and expected shortfall based on Gram-Charlier-like expansions (2018)Value at risk and expected sh…Techniques for Verifying the Accuracy of Risk Measurement Models (1995)Coherent Measures of Risk (1999)Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach (2000)
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  • 2018Value at risk and expected shortfall based on Gram-Charlier-like expansions31 cited

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