Pages that link to "Item:Q2378280"
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The following pages link to Measuring the coupled risks: A copula-based CVaR model (Q2378280):
Displayed 5 items.
- A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- NORTA for portfolio credit risk (Q2288893) (← links)
- Computation and application of copula-based weighted average quantile regression (Q2515106) (← links)
- Neural network copula portfolio optimization for exchange traded funds (Q4554457) (← links)