![Open access](/images/ico/o.png)
![](/images/ico/ico5.png)
Author: Balbás Alejandro Blanco Iván Garrido José
Publisher: MDPI
E-ISSN: 2227-9091|2|4|411-424
ISSN: 2227-9091
Source: Risks, Vol.2, Iss.4, 2014-09, pp. : 411-424
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/o.png)
![](/images/ico/ico5.png)
A Fast, Accurate Method for Value-at-Risk and Expected Shortfall
By Krause Jochen Paolella Marc S.
Econometrics, Vol. 2, Iss. 2, 2014-06 ,pp. :
![](/images/ico/o.png)
![](/images/ico/ico5.png)
![](/images/ico/o.png)
![](/images/ico/ico5.png)
![](/images/ico/o.png)
![](/images/ico/ico5.png)
A Simple Traffic Light Approach to Backtesting Expected Shortfall
By Costanzino Nick Curran Michael
Risks, Vol. 6, Iss. 1, 2018-01 ,pp. :