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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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Some statistical pitfalls in copula modeling for financial applications
Fermanian, Jean-David
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240436
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