Chen, Ying (contributor); Härdle, Wolfgang (contributor); … - 2005
SFB 649 Discussion Paper 2005-060
Portfolio Value at Risk
Based on Independent
Components … distributions, SFB 649, discussion paper 2005-001,
http://sfb649.wiwi.hu-berlin.de/, submitted to JASA.
Cover, T. and Thomas, J …
SFB 649 Discussion Paper Series
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