Open AccessCopula-normal inverse Gaussian model for portfolio risk assessment
Author(s) -
선제우,
Jeongyoen Yoon,
Seongjoo Song
Publication year - 2018
Publication title -
li'seu'keu gwanli yeon'gu
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1229-103X
DOI - 10.21480/tjrm.29.1.201803.004
Subject(s) - copula (linguistics) , inverse gaussian distribution , portfolio , econometrics , gaussian , inverse , mathematics , economics , financial economics , mathematical analysis , physics , geometry , distribution (mathematics) , quantum mechanics