Archimedean copulas with applications to VaR estimation (Q2013643)
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scientific article; zbMATH DE number 6758806
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| default for all languages | No label defined |
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| English | Archimedean copulas with applications to VaR estimation |
scientific article; zbMATH DE number 6758806 |
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Archimedean copulas with applications to VaR estimation (English)
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8 August 2017
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order statistics
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Archimedean copulas
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confidence interval for VaR
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0.8550255298614502
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0.8053044676780701
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0.7981914281845093
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0.7961854338645935
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0.7961854338645935
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