Selecting pair-copulas with downside risk minimisation
Jin Zhang; Dietmar Maringer
| Year of publication: |
2011
|
|---|---|
| Authors: | Zhang, Jin ; Maringer, Dietmar |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 25501525. - Vol. 2.2011, 1/2, p. 121-148
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009956335