"A global consistency result for the two-dimensional Pareto distribution in ..."

Peter Grandits, Grigory Temnov (2010)

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DOI: 10.1007/S00780-010-0126-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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Peter Grandits, Grigory Temnov:
A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation. Finance Stochastics 14(4): 569-591 (2010)

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