The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (Q961410)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study |
scientific article |
Statements
The effects of misspecified marginals and copulas on computing the value at risk: a Monte Carlo study (English)
0 references
30 March 2010
0 references
0 references