A new algorithm based on copulas for VaR valuation with empirical calculations-Reference-Cited by-同舟云学术

A new algorithm based on copulas for VaR valuation with empirical calculations

Published:2007-06 Issue:2 Volume:378 Page:190-197
ISSN:0304-3975
Container-title:Theoretical Computer Science
language:en
Short-container-title:Theoretical Computer Science

Author:

Cheng Gang,Li Ping,Shi Peng

Publisher

Elsevier BV

Subject

General Computer Science,Theoretical Computer Science

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