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~institution:"Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain"
~subject:"international returns"
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international returns
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Alfonso, VALDESOGO
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Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Modelling international financial returns with a multivariate regime switching copula
Loran, CHOLLETTE
;
Andreas, HEINEN
;
Alfonso, VALDESOGO
-
Institut de Recherche Économique et Sociale (IRES), …
-
2008
copula is important for risk management, because it modifies the
Value
at
Risk
(VaR) of international portfolio returns. …
Persistent link: https://www.econbiz.de/10004984711
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