The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410): Difference between revisions

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-.1016/j.csda.2008.02.002
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+Handbook of econometrics. Vol. 4
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+journals/csda/Fantazzini09
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@@ Property / DOI @@
+.1016/J.CSDA.2008.02.002
@@ Property / DOI: 10.1016/J.CSDA.2008.02.002 / rank @@
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