Estimation of VaR using copula and extreme value theory
L. K. Hotta; E. C. Lucas; H. P. Palaro
| Year of publication: |
2008
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|---|---|
| Authors: | Hotta, L. K. ; Lucas, E. C. ; Palaro, H. P. |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ, ISSN 1096-1879, ZDB-ID 14185507. - Vol. 12.2008, 3/4, p. 205-218
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009879306