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2691
An analysis of performance measures using copulae
Hwang, Soosung
;
Salmon, Mark
- In:
Performance measurement in finance
,
(pp. 160-197)
.
2002
Persistent link: https://www.econbiz.de/10001718595
Saved in:
2692
Applications of copulas for the calculation of Value-at-Risk
Rank, Jörn
;
Siegl, Thomas
- In:
Applied quantitative finance : theory and computational …
,
(pp. 35-50)
.
2002
Persistent link: https://www.econbiz.de/10001749959
Saved in:
2693
Constrained nonparametric copulas
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714340
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