View in EDS HTML Full Text PDF Full Text

The Relevance of Expected Shortfall Models in Different Time Window Sizes.

Saved in:
Bibliographic Details
Title: The Relevance of Expected Shortfall Models in Different Time Window Sizes.
Authors: Fukui, Marcelo1 (AUTHOR) marcelo.fukui1@mackenzista.com.br, Basso, Leonardo Fernando Cruz1 (AUTHOR)
Source: International Journal of Financial Studies. Feb2026, Vol. 14 Issue 2, p42. 19p.
Database: Business Source Ultimate
Full text is not displayed to guests.
Description
ISSN:22277072
DOI:10.3390/ijfs14020042