Lévy copulae for financial returns (Q727660)
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scientific article; zbMATH DE number 6666936
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Lévy copulae for financial returns |
scientific article; zbMATH DE number 6666936 |
Statements
Lévy copulae for financial returns (English)
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20 December 2016
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Lévy copula
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VaR
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backtesting
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cryptocurrency
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0.8035961985588074
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0.788442075252533
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0.7867568731307983
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0.7862851023674011
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0.7713530659675598
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