"On multivariate extensions of Value-at-Risk."

Areski Cousin, Elena Di Bernardino (2013)

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DOI: 10.1016/J.JMVA.2013.03.016

access: open

type: Journal Article

metadata version: 2021-02-17

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Areski Cousin, Elena Di Bernardino:
On multivariate extensions of Value-at-Risk. J. Multivar. Anal. 119: 32-46 (2013)

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