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~isPartOf:"CFS working paper series"
~isPartOf:"Economics letters"
~isPartOf:"Journal of risk"
~isPartOf:"Statistical Papers / Springer"
~person:"Maciag, Jakob"
~subject:"Risk measure"
~subject:"Theory"
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Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
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