"Financial Crisis, VaR Forecasts and the Performance of Time Varying ..."

Theo Berger (2012)

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DOI: 10.1007/978-3-319-00795-3_6

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Theo Berger:
Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas. OR 2012: 35-40

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