Document is current

Archimedean copulas with applications to $${{\mathrm{VaR}}}$$ VaR estimation

Crossref DOI link: https://doi.org/10.1007/s10260-015-0326-7

Published Online: 2015-07-05

Published Print: 2016-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy