Systemic tail risk distribution

Christian Y. Robert
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Christian Y. Robert: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Date: 2014-12
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Published in 6th French Econometrics Conference, Celebrating Christian Gouriéroux’s Contribution to Econometrics, Dec 2014, Paris, France

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02014780

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