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"Archimedean copulas with applications to VaR estimation."

Konrad Furmanczyk (2016)

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DOI: 10.1007/S10260-015-0326-7

access: open

type: Journal Article

metadata version: 2020-05-25

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Konrad Furmanczyk:
Archimedean copulas with applications to VaR estimation. Stat. Methods Appl. 25(2): 269-283 (2016)

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