Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas (Q5171775)
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scientific article; zbMATH DE number 6402710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas |
scientific article; zbMATH DE number 6402710 |
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Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas (English)
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12 February 2015
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