Daouia, Abdelaati, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine (2024) Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction. TSE Working Paper, n. 24-1565, Toulouse
, Stupfler, Gilles Claude and Usseglio-Carleve, Antoine
(2024)
Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction.
TSE Working Paper, n. 24-1565, Toulouse