Leśkow, Jacek; Mokrzycka, Justyna; Krawiec, Kamil - In: e-Finanse: Financial Internet Quarterly 7 (2011) 2, pp. 1-16
Contemporary financial risk management is significantly based on the analysis of time series of returns. One of the most significant errors frequently committed by analysts is the predominant use of normal distributions when it is clear that the returns are not normal. Copula models and models...
