Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “A unified theory of extreme Expected Shortfall inference”, TSE Working Paper, n. 24-1565, August 26, 2024.
Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve, “A unified theory of extreme Expected Shortfall inference”, TSE Working Paper, n. 24-1565, August 26, 2024.