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Title: Intra-Horizon expected shortfall and risk structure in models with jumps
Authors: Farkas, Walter; Mathys, Ludovic; Vasiljevic, Nikola
Issue Date: 2021
Publication: MATHEMATICAL FINANCE
ISSN: 0960-1627 Mathematical Finance Search Idenfier
Type: Article
Collation: vol. 31 br. 2 str. 772-823
DOI: 10.1111/mafi.12302
WoS-ID: 000630883400001
Scopus-ID: 2-s2.0-85102897121
URI: https://enauka.gov.rs/handle/123456789/802006
Metadata source: (Preuzeto iz Nasi u WoS)
M-category: 
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