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How to Explain When the ES Is Lower Than One? A Bayesian Nonlinear Mixed-Effects Approach
 
 

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Journal: J. Risk Financial Manag., 2020
Volume: 13
Number: 257

Article: Bayesian Econometrics
Authors: by Mauro Bernardi, Stefano Grassi and Francesco Ravazzolo
Link: https://www.mdpi.com/1911-8074/13/11/257

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