The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410)

From MaRDI portal
Revision as of 01:32, 14 November 2024 by Daniel (talk | contribs) (‎Created claim: DBLP publication ID (P1635): journals/csda/Fantazzini09, #quickstatements; #temporary_batch_1731543907597)
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

    Identifiers