Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 (Q2871286): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 |
scientific article |
Statements
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50 (English)
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22 January 2014
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vines
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factor model
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value-at-risk
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portfolio management
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