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~accessRights:"free"
~subject:"Multivariate distribution"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Book section"
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Forecasting multivariate portfolio-value-at-risk using smooth nonparametric Bernstein vine copulas
Scheffer, Marcus
- In:
Essays on univariate and multivariate modeling of …
,
(pp. 69-109)
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2015
Persistent link: https://www.econbiz.de/10011648280
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