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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~person:"Sun, Edward W."
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Integrated portfolio risk measure : estimation and asymptotics of multivariate geometric quantiles
Sun, Edward W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 627-652
Persistent link: https://www.econbiz.de/10012053017
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