Copula-Based Estimation of Value at Risk for the Portfolio Problem
Crossref DOI link: https://doi.org/10.1007/978-981-16-5576-0_1
Published Online: 2022-01-01
Published Print: 2021
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Molina Barreto, Andres Mauricio
Ishimura, Naoyuki
Text and Data Mining valid from 2021-01-01
Version of Record valid from 2021-01-01
Chapter History
First Online: 1 January 2022