"Vulnerability of Copula-VaR to Misspecification of Margins and Dependence ..."

Katarzyna Kuziak (2013)

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DOI: 10.1007/978-3-319-00035-0_39

access: closed

type: Part in Book or Collection

metadata version: 2023-09-30

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Katarzyna Kuziak:
Vulnerability of Copula-VaR to Misspecification of Margins and Dependence Structure. Algorithms from and for Nature and Life 2013: 387-395

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