Applications of copulas for the calculation of Value-at-Risk
Jörn Rank and Thomas Siegl
| Year of publication: |
2002
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|---|---|
| Authors: | Rank, Jörn ; Siegl, Thomas |
| Published in: |
Applied quantitative finance : theory and computational tools. - Berlin : Springer, ISBN 3-540-43460-7. - 2002, p. 35-50
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| Subject: | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001749959