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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~person:"D'Addona, Stefano"
~subject:"Risk measure"
~subject:"Theory"
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D'Addona, Stefano
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International journal of theoretical and applied finance
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Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
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