The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410): Difference between revisions
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Revision as of 01:32, 14 November 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)
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30 March 2010
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