2020-11-13
Optimal time-varying copulas for estimating Value-at-Risk from a risk management perspective
Publication
Publication
Additional Metadata | |
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Os, B. van | |
hdl.handle.net/2105/53609 | |
Econometrie | |
Organisation | 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
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