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~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Diethelm, Martin"
~subject:"Commodity derivative"
~subject:"Theorie"
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Diethelm, Martin
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Multivariate downside risk : normal versus variance Gamma
Wallmeier, Martin
;
Diethelm, Martin
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 431-458
Persistent link: https://www.econbiz.de/10010218781
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