Discussant des Papiers "Backtesting Expected Shortfall via Multi-quantile Regression" von Ophélie Couperier (CREST - ENSAE, France, und Jérémy Leymarie (LEO - University of Orléans, France)

Author(s):

Belke, Ansgar

Name of Event:

26th Annual Meeting of the German Finance Association (DGF) 2019

Location:

Essen

Date:

28.09.2019