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~isPartOf:"International economics : a journal published by CEPII (Center for research and expertise on the world economy)"
~isPartOf:"Macroeconomics and finance in emerging market economies"
~person:"Tiwari, Aviral Kumar"
~type:"article"
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Multivariate Verteilung
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Tiwari, Aviral Kumar
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
Macroeconomics and finance in emerging market economies
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Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation
Pradhan, Ashis Kumar
;
Mittal, Ishan
;
Tiwari, Aviral Kumar
- In:
Macroeconomics and finance in emerging market economies
14
(
2021
)
3
,
pp. 291-307
Persistent link: https://www.econbiz.de/10012649582
Saved in:
2
Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market
Boako, Gideon
;
Tiwari, Aviral Kumar
;
Roubaud, David
- In:
International economics : a journal published by CEPII …
158
(
2019
),
pp. 77-90
Persistent link: https://www.econbiz.de/10012318740
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