The use of copulas in the study of certain transforms of random variables with applications in finance.

@article{Kovacs2006,
author = {Kovacs, Edith},
journal = {Acta Universitatis Apulensis. Mathematics - Informatics},
keywords = {joint distribution functions; marginals; value at risk},
language = {eng},
pages = {129-138},
publisher = {"1 Decembrie 1918" University of Alba Iulia, Department of Mathematics and Informatics},
title = {The use of copulas in the study of certain transforms of random variables with applications in finance.},
url = {http://eudml.org/doc/117156},
volume = {11},
year = {2006},
}

TY - JOUR
AU - Kovacs, Edith
TI - The use of copulas in the study of certain transforms of random variables with applications in finance.
JO - Acta Universitatis Apulensis. Mathematics - Informatics
PY - 2006
PB - "1 Decembrie 1918" University of Alba Iulia, Department of Mathematics and Informatics
VL - 11
SP - 129
EP - 138
LA - eng
KW - joint distribution functions; marginals; value at risk
UR - http://eudml.org/doc/117156
ER -