A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999): Difference between revisions

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-.1016/j.tcs.2007.02.038
@@ Property / DOI: 10.1016/j.tcs.2007.02.038 / rank @@
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+https://doi.org/10.1016/j.tcs.2007.02.038
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+W2047761468
@@ Property / OpenAlex ID: W2047761468 / rank @@
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+.1016/J.TCS.2007.02.038
@@ Property / DOI: 10.1016/J.TCS.2007.02.038 / rank @@
+Normal rank