Measuring portfolio value-at-risk by a Copula-Evt based approach
by Annalisa Di Clemente; Claudio Romano
| Year of publication: |
2005
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|---|---|
| Authors: | Di Clemente, Annalisa ; Romano, Claudio |
| Published in: |
Studi economici : rivista quadrimestrale. - Napoli : Fac., ISSN 0039-2928, ZDB-ID 4289791. - Vol. 60.2005, 1, p. 29-57
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009947670