Optimal time-varying copulas for estimating Value-at-Risk from a risk management perspective

Additional Metadata
Keywords	copula; Value-at-Risk; Local change point; Regime switching copula; risk management
Thesis Advisor	Os, B. van
Persistent URL	hdl.handle.net/2105/53609
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	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

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