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~person:"Cerrato, Mario"
~subject:"Risk measure"
~type_genre:"Lehrbuch"
~type_genre:"Working Paper"
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Cerrato, Mario
Härdle, Wolfgang
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Okhrin, Ostap
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Valdesogo, Alfonso
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Bormann, Carsten
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Heinen, Andréas
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Schienle, Melanie
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Allen, David E.
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Chabi-Yo, Fousseni
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Herbertsson, Alexander
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Discussion papers / Adam Smith Business School, University of Glasgow
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Modeling dependence structure and forecasting market risk with dynamic asymmetric copula
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2015
Persistent link: https://www.econbiz.de/10011325736
Saved in:
2
Modeling dependence structure and forecasting portfolio value-at-risk with dynamic copulas
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2014
Persistent link: https://www.econbiz.de/10010430003
Saved in:
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