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~person:"Embrechts, Paul"
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Embrechts, Paul
Puccetti, Giovanni
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Rüschendorf, Ludger
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Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of Banking & Finance
37
(
2013
)
8
,
pp. 2750-2764
possibly in the several hundreds. We show that additional
positive
dependence
information will typically not improve the upper …
Persistent link: https://www.econbiz.de/10011065725
Saved in:
2
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
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