-VaR and -TVaR for portfolios with mixture of elliptic distributions risk factors and DCC
| Year of publication: |
2009
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|---|---|
| Authors: | Sadefo Kamdem, J. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 44.2009, 3, p. 325-336
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