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Communications dans une conférence (2017), 10th International Conference on Extreme Value Analysis

Procyclicality of Empirical Measurements of Risk in Financial Markets

BRAÜTIGAM M., DACOROGNA M., KRATZ Marie

BRAÜTIGAM, M., DACOROGNA, M. and KRATZ, M. (2017). Procyclicality of Empirical Measurements of Risk in Financial Markets. In: 10th International Conference on Extreme Value Analysis.