✦ LIBER ✦
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to Value at Risk (VaR)
✍ Scribed by Silva Filho, Osvaldo C.; Ziegelmann, Flavio A.; Dueker, Michael J.
- Book ID
- 121291843
- Publisher
- Taylor and Francis Group
- Year
- 2013
- Tongue
- English
- Weight
- 651 KB
- Volume
- 14
- Category
- Article
- ISSN
- 1469-7688
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