Multivariate Pareto Distributions: Inference and Financial Applications (Q3566549)

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Multivariate Pareto Distributions: Inference and Financial Applications
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    Multivariate Pareto Distributions: Inference and Financial Applications (English)
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    8 June 2010
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    Bayesian inference
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    econometrics
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    financial contagion
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    financial crises
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    MCMC
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    multivariate Pareto distribution
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