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~person:"Scaillet, Olivier"
~person:"Schorfheide, Frank"
~language:"eng"
~type_genre:"Government document"
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Scaillet, Olivier
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
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Scaillet, Olivier
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2003
Persistent link: https://www.econbiz.de/10001812434
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Non-nested hypotheses and instrumental models
Dhaene, Geert
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Gouriéroux, Christian
;
Scaillet, Olivier
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1996
Persistent link: https://www.econbiz.de/10000927795
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