Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas (Q5171775)
From MaRDI portal
scientific article; zbMATH DE number 6402710
Language | Label | Description | Also known as |
---|---|---|---|
English | Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas |
scientific article; zbMATH DE number 6402710 |
Statements
Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas (English)
0 references
12 February 2015
0 references