Measuring the coupled risks: A copula-based CVaR model (Q2378280): Difference between revisions
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Revision as of 07:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the coupled risks: A copula-based CVaR model |
scientific article |
Statements
Measuring the coupled risks: A copula-based CVaR model (English)
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7 January 2009
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coupled risks
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conditional value-at-risk
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copula
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numerical simulation
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chinese security market
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