Measuring financial risks with copulas
| Year of publication: |
2004
|
|---|---|
| Authors: | Vaz de Melo Mendes, Beatriz ; Martins de Souza, Rafael |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 13.2004, 1, p. 27-46
|