Fed in Print

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C46: Specific Distributions

Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors
by Dobrislav Dobrev & Travis D. Nesmith & Dong Hwan Oh in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), 2016
Learning About Consumer Uncertainty from Qualitative Surveys: As Uncertain As Ever
by Santiago Pinto & Pierre-Daniel G. Sarte & Robert Sharp in Working Paper, Federal Reserve Bank of Richmond, 2015

Fed-in-Print is the central catalog of publications within the Federal Reserve System. It is managed and hosted by the Economic Research Division, Federal Reserve Bank of St. Louis.