Model uncertainty and VaR aggregation
| Year of publication: |
2013
|
|---|---|
| Authors: | Embrechts, Paul ; Puccetti, Giovanni ; Rüschendorf, Ludger |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 8, p. 2750-2764
|