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A Generalized Error Distribution Copula-based method for portfolios risk assessment

Cerqueti, Roy, Giacalone, Massimiliano, Panarello, Demetrio
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Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.04.077
Date:
May, 2019
File:
PDF, 444 KB
english, 2019
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