Cite
HARVARD Citation
Guégan, D. et al. (n.d.). Multivariate VaRs for operational risk capital computation: a vine structure approach. International journal of risk assessment and management. pp. 148-170. [Online].
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Guégan, D. et al. (n.d.). Multivariate VaRs for operational risk capital computation: a vine structure approach. International journal of risk assessment and management. pp. 148-170. [Online].