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Revision as of 03:39, 29 February 2024

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Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
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    Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 (English)
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    22 January 2014
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    vines
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    factor model
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    value-at-risk
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    portfolio management
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