Open AccessCOPULA BASED VaR APPROACH FOR EUROPEAN STOCKS PORTFOLIO
Author(s) -
Mária Bohdalová,
Michal Greguš
Publication year - 2013
Publication title -
cbu international conference proceedings
Language(s) - Uncategorized
Resource type - Conference proceedings
eISSN - 1805-997X
pISSN - 1805-9961
DOI - 10.12955/cbup.2013.9
Subject(s) - copula (linguistics) , portfolio , econometrics , computer science , economics , financial economics
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