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Mar 20 2017 Terence Tai-Leung Chong , Yue Ding and Tianxiao Pang
  Extreme Risk Value and Dependence Structure of the China Securities Index 300
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Jan 26 2016 Marcelo Brutti Righi and Paulo Sergio Ceretta
  On the existence of an optimal estimation window for risk measures
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Jan 20 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Predicting the risk of global portfolios considering the non-linear dependence structures
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Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta
  Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach
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Mar 14 2011 François Benhmad
  Noise traders or Fundamentalists? A Wavelet approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result