Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50 (Q2871286)
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scientific article; zbMATH DE number 6249104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50 |
scientific article; zbMATH DE number 6249104 |
Statements
22 January 2014
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vines
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factor model
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value-at-risk
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portfolio management
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Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50 (English)
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