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"Bounds for Value at Risk for Asymptotically Dependent Assets - the Copula ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Piotr Jaworski (2007)

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DOI: —

access: closed

type: Conference or Workshop Paper

metadata version: 2020-06-04

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  dblp key:
  - conf/eusflat/Jaworski07
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  persistent URL:
  - https://dblp.org/rec/conf/eusflat/Jaworski07
Piotr Jaworski:
Bounds for Value at Risk for Asymptotically Dependent Assets - the Copula Approach. EUSFLAT Conf. (1) 2007: 213-217

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