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~type_genre:"Sammlung"
~type_genre:"Government document"
~person:"Fermanian, Jean-David"
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
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2
Goodness of fit tests for copulas
Fermanian, Jean-David
-
2003
Persistent link: https://www.econbiz.de/10001812439
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3
Weak convergence of empirical copula processes
Fermanian, Jean-David
;
Radulovic, Dragan
;
Wegkamp, Marten H.
-
2002
Persistent link: https://www.econbiz.de/10001660114
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