PITFALLS AND ALTERNATIVES - The problems of correlation, and an alternative approach to understanding and modelling dependency.
| Year of publication: |
1999
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|---|---|
| Authors: | Embrechts, Paul ; McNeil, Alexander ; Staraumann, Daniel |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 12.1999, 5, p. 69-71
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