Kresta, A., & Tichý, T. International equity portfolio risk modeling: The case of the NIG model and ordinary copula functions.
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Chicago Style (17th ed.) Citation
Kresta, Aleš, and Tomáš Tichý. International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions.
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MLA (9th ed.) Citation
Kresta, Aleš, and Tomáš Tichý. International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions.
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Warning: These citations may not always be 100% accurate.