✦ LIBER ✦
Erratum to “Estimating value at risk of portfolio by conditional copula-GARCH method” [Insurance: Mathematics and Economics 43 (2009) 315–324]
✍ Scribed by Jen-Tsung Huang; Kuo-Jung Lee; Hueimei Liang; Wei-Fu Lin
- Book ID
- 108153168
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 132 KB
- Volume
- 46
- Category
- Article
- ISSN
- 0167-6687
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