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Model risk of expected shortfall

  • Lazar Emese*
  • , Ning Zhang
  • *Corresponding author for this work
  • University of Reading

Research output: Contribution to journalArticlepeer-review

19 Citations (Scopus)
Original languageEnglish
JournalJournal of Banking and Finance
Volume105
Publication statusPublished - Aug 2019
Externally publishedYes

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