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Quantifying the uncertainty in VaR and expected shortfall estimates

Stanescu, Silvia and Tunaru, Radu (2013) Quantifying the uncertainty in VaR and expected shortfall estimates. In: Bell, Adrian R. and Brooks, Chris and Prokopczuk, Marcel, eds. Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar, pp. 357-372. ISBN 978-0-85793-608-0. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:33173)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Item Type: Book section
Subjects: H Social Sciences
H Social Sciences > HG Finance
Institutional Unit: Schools > Kent Business School
Former Institutional Unit:
Divisions > Kent Business School - Division > Department of Accounting and Finance
Depositing User: Catherine Norman
Date Deposited: 07 Feb 2013 11:20 UTC
Last Modified: 20 May 2025 11:55 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/33173 (The current URI for this page, for reference purposes)

University of Kent Author Information

Stanescu, Silvia.

Creator's ORCID:
CReDIT Contributor Roles:

Tunaru, Radu.

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