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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Bernardi, Mauro"
~person:"Račev, Svetlozar T."
~person:"Vries, Casper G. de"
~subject:"Measurement"
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Journal of empirical finance
The journal of credit risk : published quarterly by Incisive Media
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Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
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