VaR and expected shortfall: a non-normal regime switching framework (Q3182749)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VaR and expected shortfall: a non-normal regime switching framework |
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VaR and expected shortfall: a non-normal regime switching framework (English)
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16 October 2009
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asset pricing
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capital structure
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corporate finance
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copulas
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