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person:"Fantazzini, Dean"
~person:"Shi, Peng"
~person:"Weiß, Gregor"
~type_genre:"Aufsatz im Buch"
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Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
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The VaR implementation handbook
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Value at risk for high-dimensional portfolios : a dynamic grouped t-copula approach
Fantazzini, Dean
- In:
The VaR implementation handbook
,
(pp. 253-282)
.
2009
Persistent link: https://www.econbiz.de/10003827068
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A new algorithm based on copulas for financial risk calculation with applications to Chinese stock markets
Lin, Ping
;
Shi, Peng
;
Huang, Guang-Dong
- In:
Internet and network economics : first international …
,
(pp. 481-490)
.
2005
Persistent link: https://www.econbiz.de/10003276785
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