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isPartOf:"Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~person:"Aramonte, Sirio"
~subject:"Risikomanagement"
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
Journal of banking & finance
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Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio
;
Giudice Rodriguez, Marius del
;
Wu, Jason
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4299-4309
Persistent link: https://www.econbiz.de/10010247041
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