Measuring Portfolio value-at-risk by a copula-evt based approach
| Year of publication: |
2005
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|---|---|
| Authors: | Romano, Claudio ; Clemente, Annalisa Di |
| Published in: |
STUDI ECONOMICI. - FrancoAngeli Editore, ISSN 0039-2928. - Vol. 2005/85.2005, 85, 2
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| Publisher: |
FrancoAngeli Editore |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010876353