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Estimation of Value-at-Risk Using Mixture Copula Model for ..:

, In: 2018 21st International Conference on Information Fusion (FUSION),
Guharay, Sabyasachi ; Chang, K.C. ; Xu, Jie - p. 2330-2337 , 2018
Link: https://doi.org/10.23919/ICIF.2018.8455843