Pages that link to "Item:Q2463674"

The following pages link to Extreme VaR scenarios in higher dimensions (Q2463674):

Displaying 3 items.

• A review of copula models for economic time series (Q443763) (← links)
• Bounds on total economic capital: the DNB case study (Q482086) (← links)
• Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)