Dynamic Copula Modelling for Value at Risk
Year of publication: |
2008
|
---|---|
Authors: | Fantazzini, Dean |
Published in: |
Frontiers in Finance and Economics. - SKEMA Business School, ISSN 1814-2044. - Vol. 5.2008, 2, p. 72-108
|
Publisher: |
SKEMA Business School |
Subject: | Copulae | Value at Risk | Dynamic Modelling |
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