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