【作者(必填)】Martins-Filho, C., Yao F., Torero, M.

【文题(必填)】Technical supplement to nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory

【年份(必填)】2012

【全文链接或数据库名称(选填)】http://spot.colorado.edu/~martinsc/Research.html