Copulae in Mathematical and Quantitative Finance
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-642-35407-6.pdf
Cited by 43 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
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4. Monte Carlo Value-At-Risk and Expected Shortfall of Efficient-Frontier Investment Portfolios: Testing Gaussian Versus Vine Copulas and Normal Versus Empirical Marginals;Springer Proceedings in Business and Economics;2024
5. On Topologically Typical Bivariate Extreme Value Copulas;Advances in Intelligent Systems and Computing;2024
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