Archimedean copulas with applications to $${\mathrm{VaR}}}$$ VaR estimation

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1613-981X
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Archimedean copulas with applications to $${\mathrm{VaR}}}$$ VaR estimation ; volume:25 ; number:2 ; day:5 ; month:7 ; year:2015 ; pages:269-283 ; date:6.2016
Statistical methods & applications ; 25, Heft 2 (5.7.2015), 269-283, 6.2016

Creator
Furmańczyk, Konrad
Contributor
SpringerLink (Online service)

DOI
10.1007/s10260-015-0326-7
URN
urn:nbn:de:1111-2016052815833
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:46 AM CEST

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Associated

  • Furmańczyk, Konrad
  • SpringerLink (Online service)

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