Comments on: Inference in multivariate Archimedean copula models
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Bibliographic InfoArticle provided by Springer in its journal TEST.
Volume (Year): 20 (2011)
Issue (Month): 2 (August)
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- Schmidt, Rafael & Schmieder, Christian, 2007.
"Modelling dynamic portfolio risk using risk drivers of elliptical processes,"
Discussion Paper Series 2: Banking and Financial Studies
2007,07, Deutsche Bundesbank, Research Centre.
- Schmidt, Rafael & Schmieder, Christian, 2009. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 229-244, April.
- Jan Dhaene & Andreas Tsanakas & Emiliano A. Valdez & Steven Vanduffel, 2012.
"Optimal Capital Allocation Principles,"
Journal of Risk & Insurance,
The American Risk and Insurance Association, vol. 79(1), pages 1-28, 03.
- Dhaene, Jan & Tsanakas, Andreas & Emiliano, Valdez & Steven, Vanduffel, 2009. "Optimal capital allocation principles," MPRA Paper 13574, University Library of Munich, Germany.
- Dhaene, Jan & Tsanakas, Andreas & Valdez, Emiliano & Vanduffel, Steven, 2009. "Optimal capital allocation principles," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/253127, Katholieke Universiteit Leuven.
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