International equity portfolio risk modeling : the case of the NIG model and ordinary copula functions
Aleš Kresta; Tomáš Tichý
| Year of publication: |
2012
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|---|---|
| Authors: | Kresta, Aleš ; Tichý, Tomáš |
| Published in: |
Finance a úvěr. - Praha : Economia, ISSN 0015-1920, ZDB-ID 8603182. - Vol. 62.2012, 2, p. 141-161
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010118047