copula; Value-at-Risk; Local change point; Regime switching copula; risk management
Os, B. van
hdl.handle.net/2105/53609
Econometrie
Erasmus School of Economics

Meer, H. van der. (2020, November 13). Optimal time-varying copulas for estimating Value-at-Risk from a risk management perspective. Econometrie. Retrieved from http://hdl.handle.net/2105/53609