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Measuring expected shortfall under semi-parametric expected shortfall approaches: A case study of selected southern European/mediterranean countries
| Title: | Measuring expected shortfall under semi-parametric expected shortfall approaches: A case study of selected southern European/mediterranean countries | Authors: | Radivojevic N.; Bojić B.; Lakicevic, Marija   |
Issue Date: | 2019 | Publication: | Journal of Operational Risk | ISSN: | 1744-6740 Journal of Operational Risk Search Idenfier |
Type: | Article | Collation: | vol. 14 br. 4 str. 43-76 | DOI: | 10.21314/JOP.2019.233 | WoS-ID: | 000615968400003 | Scopus-ID: | 2-s2.0-85077073889 | URI: | https://enauka.gov.rs/handle/123456789/570509 https://scidar.kg.ac.rs/handle/123456789/11007 |
M-category: | 23M23 |
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