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Robust Measurement of Heavy-Tailed Risks: Theory and Implementation
Schneider, J.C., Schweizer, N.
Research article (journal)
| Peer reviewed
Details about the publication
Journal:
Journal of Economic Dynamics and Control
Volume:
61
Status:
Published
Release year:
2015 (18/11/2016)
Language in which the publication is written:
English
Authors from the University of Münster
Schneider
,
Judith C.
Junior professorship for finance II (Prof. Schneider)