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Authors / Editors: Manganelli, Simone

Number of items: 1.

White, Halbert; Kim, Tae-Hwan and Manganelli, Simone (2010): VAR for VaR: measuring systemic risk using multivariate regression quantiles. Unpublished.

This list was generated on Fri May 25 23:56:13 2012 CEST.
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