Journal article

Estimating Value at Risk and Expected Shortfall Using Expectiles

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APA Style

Taylor, J. (2008). Estimating Value at Risk and Expected Shortfall Using Expectiles. 6(2), 231–252.

MLA Style

Taylor, J. Estimating Value at Risk and Expected Shortfall Using Expectiles. no. 2, 2008, pp. 231–52.

Chicago Style

Taylor, J. 2008. “Estimating Value at Risk and Expected Shortfall Using Expectiles” 6 (2): 231–52.
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Publisher copy:: 10.1093/jjfinec/nbn001

Authors

+ Taylor, J More by this author

Role:: Author

Volume:: 6
Issue:: 2
Pages:: 231-252
Publication date:: 2008-01-01
DOI:: 10.1093/jjfinec/nbn001

UUID:: uuid:31d17786-7abd-4ab2-b109-382acf0a8943
Local pid:: daisy:2095
Source identifiers:: 2095
Deposit date:: 2012-08-07

Terms of use

Copyright date:: 2008

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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