1 Questions 9 Answers 0 Followers
Questions related from Daniel Velásquez-Gaviria
Someone has step by step to find the closed formula for the expected shortfall under the t-student distribution? For Student’s t, ES is expressed as: ES_(1-α) (R)=μ-σ (g_ν (t_ν^(-1) (α)))/α...
09 September 2018 8,201 0 View