International equity portfolio risk modeling: the case of the NIG model and ordinary copula functions

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Title: International equity portfolio risk modeling: the case of the NIG model and ordinary copula functions
Author: Kresta, Aleš
Tichý, Tomáš
Date issue: 2012
Citation: Finance a úvěr. 2012, roč. 62, č. 2, s. 141-161.
URI: http://hdl.handle.net/10084/90528
ISSN: 0015-1920
URI: http://journal.fsv.cuni.cz/storage/1244_kresta.pdf
Type: article
Document version: publishedVersion
Access rights: openAccess
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