A directional multivariate value at risk (Q896753): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q267871 |
||
| Property / author | |||
| Property / author: Rosa Elvira Lillo / rank | |||
Revision as of 11:58, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A directional multivariate value at risk |
scientific article |
Statements
A directional multivariate value at risk (English)
0 references
14 December 2015
0 references
multivariate risks
0 references
value at risk
0 references
directional approach
0 references
multivariate quantile
0 references
copula
0 references
