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Journal: Mathematics, 2022
Volume: 10
Number: 4329

Article: Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities?
Authors: by Brenda Castillo-Brais, Ángel León and Juan Mora
Link: https://www.mdpi.com/2227-7390/10/22/4329

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