Extreme Value at Risk and Expected Shortfall during Financial Crisis - Centre d'études et de recherches appliquées a la gestion
Communication Dans Un Congrès Année : 2011
Fichier non déposé

Dates et versions

halshs-00650913 , version 1 (12-12-2011)

Identifiants

  • HAL Id : halshs-00650913 , version 1

Citer

L. Kourouma, Denis Dupré, O. Taramasco, G. Sanfilippo. Extreme Value at Risk and Expected Shortfall during Financial Crisis. International Conference on Banking and Finance Perspectives, Apr 2011, Fmagusta,, Cyprus. 23 p. ⟨halshs-00650913⟩

Collections

UGA CNRS CERAG
51 Consultations
0 Téléchargements

Partager

More