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~person:"Bormann, Carsten"
~person:"Fusai, Gianluca"
~person:"Huggenberger, Markus"
~subject:"Risk measure"
~subject:"multivariate extreme values"
~type_genre:"Aufsatz in Zeitschrift"
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Risk measure
multivariate extreme values
Multivariate Analyse
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Bormann, Carsten
Fusai, Gianluca
Huggenberger, Markus
Furman, Edward
3
Mailhot, Mélina
3
Righi, Marcelo Brutti
3
Su, Jianxi
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Bianchi, Michele Leonardo
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Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
2
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
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