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accessRights:"free"
person:"White, Halbert"
~isPartOf:"Working paper series / European Central Bank"
~person:"Einmahl, John H. J."
~person:"Gao, Jiti"
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VAR for VaR : measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
-
2015
Persistent link: https://www.econbiz.de/10011288642
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