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A master's thesis from Aalborg University

Book cover

Modelling Portfolios using High-Dimensional Conditional Nonparametric Vine Copulae

Authors

Kruse, Nick ; Bendsen, Thorkild Mølgaard

Term

4. term

Education

Mathematics-Economics, Master

Publication year

2023

Submitted on

2023-05-31

Pages

59

Documents

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