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Cover image for book The VAR Implementation Handbook, Chapter 13 - Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach

The VAR Implementation Handbook, Chapter 13 - Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach

By:Greg N. Gregoriou
Publisher:McGraw-Hill Professional
Print ISBN:9780071732727
eText ISBN:9780071732727
Edition:0
Format:Page Fidelity

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