Pages that link to "Item:Q2463674"
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The following pages link to Extreme VaR scenarios in higher dimensions (Q2463674):
Displaying 7 items.
- A review of copula models for economic time series (Q443763) (← links)
- Bounds on total economic capital: the DNB case study (Q482086) (← links)
- Quantile-based estimative VaR forecast and dependence measure: a simulation approach (Q778634) (← links)
- Worst VaR scenarios with given marginals and measures of association (Q1017757) (← links)
- Worst VaR scenarios: A remark (Q1017758) (← links)
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities (Q1945047) (← links)
- Worst VaR scenarios (Q2567093) (← links)