| The VAR Implementation Handbook, Chapter 13 - Value at Risk for High-Dimensional Portfolios A Dynamic Grouped t-Copula Approach | | | Author:
| Gregoriou, Greg N. | | ISBN: | 978-0-07-173272-7 | | Publisher: | McGraw-Hill Professional Publishing
| | Book Format: | Ebook | | List Price: | USD $6.95 |
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