"Multivariate Fréchet copulas and conditional value-at-risk."

Werner Hürlimann (2004)

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DOI: 10.1155/S0161171204210158

access: open

type: Journal Article

metadata version: 2020-06-08

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Werner Hürlimann:
Multivariate Fréchet copulas and conditional value-at-risk. Int. J. Math. Math. Sci. 2004(7): 345-364 (2004)

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