Correlation and dependence in risk management : properties and pitfalls
Paul Embrechts, Alexander J. McNeil and Daniel Straumann
| Year of publication: |
2002
|
|---|---|
| Authors: | Embrechts, Paul ; McNeil, Alexander J. ; Straumann, Daniel |
| Published in: |
Risk management : value at risk and beyond. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-78180-9. - 2002, p. 176-223
|
| Subject: | Risikomanagement | Risk management | Korrelation | Correlation |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001689212