VaR in High Dimensional Systems – a Conditional Correlation Approach (Q3542249)
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scientific article; zbMATH DE number 5375140
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | VaR in High Dimensional Systems – a Conditional Correlation Approach |
scientific article; zbMATH DE number 5375140 |
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VaR in High Dimensional Systems – a Conditional Correlation Approach (English)
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1 December 2008
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0.8056206703186035
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0.8055555820465088
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0.8035708665847778
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0.8011875748634338
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0.8001270294189453
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