Extreme VaR scenarios in higher dimensions

DOI10.1007/s10687-006-0027-6zbMath1164.60322OpenAlexW2091178255MaRDI QIDQ2463674

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Publication date: 16 December 2007

Published in: (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/422651

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