A note on the statistical robustness of risk measures

Mikhail Zhelonkin, Valerie Chavez-Demoulin

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)47-68
JournalJournal of Operational Risk
Volume12
Issue number2
DOIs
Publication statusPublished - 2017

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