Pages that link to "Item:Q883999"
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The following pages link to A new algorithm based on copulas for VaR valuation with empirical calculations (Q883999):
Displaying 4 items.
- Modeling dependence based on mixture copulas and its application in risk management (Q603180) (← links)
- Forecasting VaR and ES of stock index portfolio: a vine copula method (Q1783220) (← links)
- Measurement of bivariate risks by the north-south quantile points approach (Q2252700) (← links)
- Copula-based risk management models for multivariable RMB exchange rate in the process of RMB internationalization (Q2398848) (← links)
