Portfolio Value-at-Risk with Heavy-Tailed Risk Factors (Q4795995): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/1467-9965.00141
+Normal rank
@@ Property / OpenAlex ID @@
+W3125310193
@@ Property / OpenAlex ID: W3125310193 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3255781
@@ Property / cites work: Q3255781 / rank @@
+Normal rank
@@ Property / cites work @@
+Book Review: Stochastic calculus for finance
@@ Property / cites work: Book Review: Stochastic calculus for finance / rank @@
+Normal rank
@@ Property / cites work @@
+Strong approximation of very weak Bernoulli processes
+Normal rank
@@ Property / cites work @@
+Q5798359
@@ Property / cites work: Q5798359 / rank @@
+Normal rank
@@ Property / cites work @@
+Stationary waiting time derivatives
@@ Property / cites work: Stationary waiting time derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Q4315010
@@ Property / cites work: Q4315010 / rank @@
+Normal rank
@@ Property / cites work @@
+Exchange rate returns, `news', and risk premia
@@ Property / cites work: Exchange rate returns, `news', and risk premia / rank @@
+Normal rank
@@ Property / cites work @@
+Q5598785
@@ Property / cites work: Q5598785 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Hyperbolic Diffusion Processes with Applications in Finance
+Normal rank
@@ Property / cites work @@
+Q2772105
@@ Property / cites work: Q2772105 / rank @@
+Normal rank
@@ Property / cites work @@
+The multivariate normal distribution
@@ Property / cites work: The multivariate normal distribution / rank @@
+Normal rank