A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation
| Year of publication: |
2010
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|---|---|
| Authors: | Grandits, Peter ; Temnov, Grigory |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 14.2010, 4, p. 569-592
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