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~isPartOf:"International journal of forecasting"
~person:"Bianchi, Michele Leonardo"
~person:"Ortobelli, Sergio"
~person:"Scaillet, Olivier"
~subject:"Portfolio-Management"
~subject:"Risikomaß"
~subject:"Statistical distribution"
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Bianchi, Michele Leonardo
Ortobelli, Sergio
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Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
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