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Journal description
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Details for article 19 of 37 found articles
| Title: |
Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics |
| Author: |
Bartels, Mariana Ziegelmann, Flavio A. |
| Appeared in: |
Insurance |
| Paging: | Volume 70 (2016) nr. C pages 14 p. |
| Year: |
2016 |
| Contents: | |
| Publisher: |
Elsevier B.V. |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 19 of 37 found articles
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