Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/117988
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Type: Book chapter
Title: Risk measures based on multivariate skew normal and skew t-mixture models
Author: Leemaqz, S.X.
McLachlan, G.
Citation: Asymmetric dependence in finance: diversification, correlation and portfolio management in market downturns, 2018 / Alcock, J., Satchell, S. (ed./s), Ch.7, pp.152-168
Publisher: John Wiley & Sons
Publisher Place: Chichester
Issue Date: 2018
ISBN: 9781119289012
Statement of
Responsibility: 
Sharon X. Lee and Geoffrey J. McLachlan
Rights: © 2018 John Wiley & Sons Ltd.
RMID: 0030108182
DOI: 10.1002/9781119288992.ch7
Grant ID: http://purl.org/au-research/grants/arc/DE160101565
Appears in Collections:Mathematical Sciences publications

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