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~person:"Crosby, John"
~subject:"Financial crisis"
~subject:"Risk measure"
~type_genre:"Lehrbuch"
~type_genre:"Working Paper"
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Crosby, John
Härdle, Wolfgang
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Jin, Xisong
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Okhrin, Ostap
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Weigert, Florian
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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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