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Apr 18 2013 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Pair Copula Construction based Expected Shortfall estimation
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Apr 09 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach
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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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