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~person:"De Luca, Giovanni"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Measurement"
~subject:"Risk measure"
~type_genre:"Konferenzbeitrag"
~type_genre:"Lehrbuch"
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Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni
;
Rivieccio, Giorgia
;
Corsaro, Stefania
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
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