VaR and expected shortfall: a non-normal regime switching framework (Q3182749)
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scientific article; zbMATH DE number 5616508
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | VaR and expected shortfall: a non-normal regime switching framework |
scientific article; zbMATH DE number 5616508 |
Statements
VaR and expected shortfall: a non-normal regime switching framework (English)
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16 October 2009
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asset pricing
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capital structure
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corporate finance
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copulas
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0.8249446153640747
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0.8204305171966553
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0.7856830954551697
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0.7812762260437012
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0.7809931039810181
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