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Denisa Banulescu-Radu

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2021
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Denisa Banulescu-Radu, Christophe Hurlin, Jérémy Leymarie, Olivier Scaillet:
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures. Manag. Sci. 67(9): 5730-5754 (2021)

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