Multivariate fréchet copulas and conditional value-at-risk

International Journal of Mathematics and Mathematical Sciences

Volumn 2004, Issue 7, 2004, Pages 345-364

  Hürlimann, Werner ^a  

^a NONE

Author keywords

[No Author keywords available]

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EID: 17844398715     PISSN: 01611712     EISSN: None     Source Type: Journal    
DOI: 10.1155/S0161171204210158     Document Type: Article

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