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Risk Management with Copulae
Giacomini, Enzo
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2005
Persistent link: https://www.econbiz.de/10009467214
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Neural Networks in Quantitative Finance
Giacomini, Enzo
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2003
Persistent link: https://www.econbiz.de/10009467212
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Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
Giacomini, Enzo
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2009
Persistent link: https://www.econbiz.de/10003931427
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