Robust and Practical Estimation for Measures of Tail Risk

Equities, FX, commodities, fixed income, and volatility.
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FinancialAlex
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Joined: Thu Jan 01, 2004 12:00 am

Robust and Practical Estimation for Measures of Tail Risk

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A new paper was posted online on this topic



http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2444381
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