Implementing Value-at-Risk and Expected Shortfall for Real Time Risk Monitoring

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Authors: Petra Ristau

Journal title: Proceedings of the 8th International Conference on Data Science, Technology and Applications

Journal publisher: SCITEPRESS - Science and Technology Publications

Published year: 2019

Published pages: 459-464

DOI identifier: 10.5220/0008318704590464

ISBN: 978-989-758-377-3