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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~type_genre:"Forschungsbericht"
~type_genre:"Non-commercial literature"
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Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
2
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
Saved in:
3
A preference-free formula to value commodity derivatives
Rogríguez, Juan Carlos
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003686512
Saved in:
4
Option pricing and momentum
Rogríguez, Juan Carlos
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003686514
Saved in:
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