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Journal: Axioms, 2025
Volume: 14
Number: 391
Article:
Assessing Expected Shortfall in Risk Analysis Through Generalized Autoregressive Conditional Heteroskedasticity Modeling and the Application of the Gumbel Distribution
Authors:
by
Bingjie Wang, Yihui Zhang, Jia Li and Tao Liu
Link:
https://www.mdpi.com/2075-1680/14/5/391
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