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HARVARD Citation
Gerlach, R. et al. (2017). Semi-parametric expected shortfall forecasting in financial markets. Journal of statistical computation and simulation. 87 (6), pp. 1084-1106. [Online].
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Gerlach, R. et al. (2017). Semi-parametric expected shortfall forecasting in financial markets. Journal of statistical computation and simulation. 87 (6), pp. 1084-1106. [Online].