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Modeling international financial returns with a multivariate regime switching copula
Chollete, Loran
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Heinen, Andréas
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Valdesogo, Alfonso
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2008
Persistent link: https://www.econbiz.de/10003702731
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Market risk in commodity markets : a VaR approach
Giot, Pierre
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Laurent, Sébastien
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2003
Persistent link: https://www.econbiz.de/10001791292
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