Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.
Mathware and Soft Computing (2008)
- Volume: 15, Issue: 1, page 113-124
- ISSN: 1134-5632
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topJaworski, P.. "Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.." Mathware and Soft Computing 15.1 (2008): 113-124. <http://eudml.org/doc/42216>.
@article{Jaworski2008,
abstract = {},
author = {Jaworski, P.},
journal = {Mathware and Soft Computing},
language = {eng},
number = {1},
pages = {113-124},
title = {Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.},
url = {http://eudml.org/doc/42216},
volume = {15},
year = {2008},
}
TY - JOUR
AU - Jaworski, P.
TI - Bounds for Value at Risk - The Approach Based on Copulas with Homogeneous Tails.
JO - Mathware and Soft Computing
PY - 2008
VL - 15
IS - 1
SP - 113
EP - 124
AB -
LA - eng
UR - http://eudml.org/doc/42216
ER -
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