Comments on: Inference in multivariate Archimedean copula models
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Volume (Year): 20 (2011)
Issue (Month): 2 (August)
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References listed on IDEAS
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- Dhaene, Jan & Tsanakas, Andreas & Emiliano, Valdez & Steven, Vanduffel, 2009.
"Optimal capital allocation principles,"
13574, University Library of Munich, Germany.
- 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.
- 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.
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