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Comparative Analysis of Portfolio Risk Measures based on EVT-Copula Approach during Financial Crises
Se Kyung Oh, Seong Ju Moon
Korean J Financ Stud. 2006;35(3):175-205.   Published online June 30, 2006

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Estimating risk of foreign exchange portfolio: Using VaR and CVaR based on GARCH–EVT-Copula model
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