The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 01:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study |
scientific article |
Statements
The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (English)
0 references
30 March 2010
0 references
