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person:"Embrechts, Paul"
~subject:"Credit risk"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Linear correlation and EVT : properties and caveats
Embrechts, Paul
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 30-39
Persistent link: https://www.econbiz.de/10003825739
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