List of Articles Multi-Scale Dynamic Expected shortfall (DMS-ES)

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  1 - Dynamic multi-scale expected shortfall in Tehran Stock Exchange: a spectral decomposition of tail risk across time horizons
  Seyed Ali Mousavi Sarhadi Hosein Izadi Mojgan Safa Mohammadreza Pourfakharan
  10.30495/afi.2023.1967573.1154