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Modelling the bivariate dependence structure of exchange rates before and after the introduction of the Euro : a semi-parametric approach
Boero, Gianna, (2011)
A semi-parametric approach to estimating the operational risk and Expected Shortfall
Tursunalieva, Ainura, (2014)
Non-parametric Estimation of Operational Risk and Expected Shortfall
Tursunalieva, Ainura, (2013)