Open AccessRisk Analysis Using Copula-VaR Model
Author(s) -
Moosung Kim,
Sung-Woon Park,
Yong-Yi Ju
Publication year - 2017
Publication title -
geumyung gonghak yeongu/geum'yung gonghag yeon'gu
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2017.16.2.006
Subject(s) - copula (linguistics) , econometrics , economics , computer science , statistics , mathematics