de Vries, C.G., Danielsson, J., Jorgensen, B.N., Samarodnitsky, G. and Sarma, M. (2013). Fat tails, VaR and subadditivity Journal of Econometrics, 172(2):283--291.

• Affiliated author
  Casper de Vries
• Publication year
  2013

• Journal
  Journal of Econometrics