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Tyler shape depth
Paindaveine, Davy
;
Van Bever, Germain
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2017
Persistent link: https://www.econbiz.de/10011760354
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Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
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Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
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pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
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